+81.9%
UPRO vs RRC
+110.6%
-28.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +2.0% |
| 7D | -8.7% | -10.8% | +2.1% | -4.4% |
| 30D | -16.9% | +22.3% | -39.2% | -24.1% |
| 3M | -15.3% | +26.6% | -41.9% | -24.1% |
| 6M | -5.7% | +18.9% | -24.7% | -14.1% |
| YTD | +12.1% | +39.2% | -27.1% | -6.6% |
| 1Y | +16.4% | +34.0% | -17.5% | -1.7% |
| 3Y | +210.5% | +42.0% | +168.5% | +151.8% |
| All | +81.9% | +110.6% | -28.8% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling