+210.5%
UPRO vs RY
+155.6%
+55.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +2.7% |
| 7D | -8.7% | -0.9% | -7.8% | -7.0% |
| 30D | -16.9% | +5.9% | -22.8% | -23.1% |
| 3M | -15.3% | -4.3% | -11.0% | -9.3% |
| 6M | -5.7% | +12.1% | -17.8% | -21.1% |
| YTD | +12.1% | +20.3% | -8.2% | -15.7% |
| 1Y | +16.4% | +41.0% | -24.6% | -31.6% |
| 3Y | +210.5% | +157.5% | +53.0% | -9.4% |
| All | +210.5% | +155.6% | +55.0% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3y: compounded portfolio wealth divided by compounded RY 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…
3y analysis · Full analysis span regression · 6 months rolling