+81.9%
UPRO vs RVTY
-7.4%
+89.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -1.3% |
| 7D | -8.7% | -1.2% | -7.5% | -8.0% |
| 30D | -16.9% | +1.0% | -17.9% | -17.6% |
| 3M | -15.3% | +35.8% | -51.1% | -34.0% |
| 6M | -5.7% | +56.7% | -62.4% | -35.6% |
| YTD | +12.1% | +60.7% | -48.6% | -26.6% |
| 1Y | +16.4% | +73.7% | -57.3% | -29.1% |
| 3Y | +210.5% | +82.8% | +127.8% | +68.0% |
| All | +81.9% | -7.4% | +89.3% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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