+225.6%
UPRO vs RY
+154.9%
+70.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.2% |
| 7D | +0.1% | +3.1% | -3.0% | -4.3% |
| 30D | -0.9% | -0.3% | -0.6% | -0.6% |
| 3M | +1.9% | +8.7% | -6.7% | -10.4% |
| 6M | +33.1% | +28.5% | +4.6% | -9.1% |
| YTD | +31.8% | +25.1% | +6.7% | -6.5% |
| 1Y | +48.3% | +46.3% | +2.0% | -16.9% |
| All | +225.6% | +154.9% | +70.7% | -14.2% |
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