+5.9%
OXY vs UPRO
+1,226.0%
-1,220.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.9% |
| 7D | +1.4% | -6.0% | +7.4% | +3.8% |
| 30D | +4.0% | -5.8% | +9.8% | +6.2% |
| 3M | +7.6% | +10.8% | -3.2% | +1.8% |
| 6M | +16.2% | +31.6% | -15.4% | +0.2% |
| YTD | +50.8% | +25.4% | +25.4% | +31.9% |
| 1Y | +34.7% | +39.2% | -4.5% | +11.7% |
| 3Y | -1.0% | +218.5% | -219.5% | -47.4% |
| 5Y | +163.2% | +137.1% | +26.1% | +40.6% |
| All | +5.9% | +1,226.0% | -1,220.1% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 10y: compounded portfolio wealth divided by compounded UPRO 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…
10y analysis · Full analysis span regression · 6 months rolling