I see a lot of speculation on here without a lot of data to back it up, so I wanted to provide some data from Arizona.
This is a 7 day rolling average of the number of new cases per day in AZ. You can see a sharp uptick starting around May 28. We "gradually" opened back up for business between May 11 and May 15.
I have a similar graph with the 7 day rolling average of deaths, that looks to be following a similar pattern, just lagging by a couple of weeks, but it won't let me upload two images to a single post. The 7-day rolling average has been creeping up from about 12 per day in late May to about 20 per day last week, with a spike up to 32 today, due to 79 deaths identified yesterday.
The protests have probably started showing up as a factor, but not until the past few days. The dramatic increase that you're seeing in the graph above starts long before they would have had an impact, or even before they started.
The lone caveat is that the daily data is taken from the Arizona Department of Health, and just because a death is identified on a particular day doesn't mean that the death occurred on the day. This can also be said about positive tests. There's likely a 2 or 3 day lag for both. However, it's still definitely useful to use to identify trends.