+137.1%
UPRO vs RRX
+14.8%
+122.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.5% |
| 7D | -6.0% | -3.7% | -2.3% | -3.5% |
| 30D | -5.8% | -9.3% | +3.5% | +0.6% |
| 3M | +10.8% | -21.8% | +32.6% | +27.5% |
| 6M | +31.6% | -22.0% | +53.6% | +48.1% |
| YTD | +25.4% | +11.9% | +13.4% | +3.0% |
| 1Y | +39.2% | +11.6% | +27.6% | +13.0% |
| 3Y | +218.5% | +2.2% | +216.3% | +160.7% |
| 5Y | +137.1% | +14.9% | +122.2% | +81.0% |
| All | +137.1% | +14.8% | +122.3% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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