+81.9%
UPRO vs RY
+122.0%
-40.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +3.0% |
| 7D | -8.7% | -0.9% | -7.8% | -6.8% |
| 30D | -16.9% | +5.9% | -22.8% | -24.3% |
| 3M | -15.3% | -4.3% | -11.0% | -8.5% |
| 6M | -5.7% | +12.1% | -17.8% | -23.5% |
| YTD | +12.1% | +20.3% | -8.2% | -19.6% |
| 1Y | +16.4% | +41.0% | -24.6% | -37.4% |
| 3Y | +210.5% | +157.5% | +53.0% | -45.5% |
| All | +81.9% | +122.0% | -40.1% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling