+1,155.3%
UPRO vs RRC
+7.9%
+1,147.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +1.5% | -1.2% | +2.7% | +1.9% |
| 30D | -3.7% | +9.4% | -13.1% | -6.6% |
| 3M | +8.0% | +7.4% | +0.6% | +4.8% |
| 6M | +38.7% | +1.5% | +37.2% | +36.0% |
| YTD | +29.5% | +19.4% | +10.2% | +19.9% |
| 1Y | +46.1% | +24.2% | +21.9% | +32.8% |
| 3Y | +229.1% | +32.8% | +196.3% | +191.4% |
| 5Y | +136.0% | +152.9% | -16.9% | +65.9% |
| 10Y | +1,155.3% | +3.9% | +1,151.4% | +664.5% |
| All | +1,155.3% | +7.9% | +1,147.4% | +664.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling