-41.2%
RIG vs UPRO
+1,226.0%
-1,267.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +2.0% |
| 7D | -4.2% | -6.0% | +1.9% | -0.9% |
| 30D | -0.7% | -5.8% | +5.1% | +2.3% |
| 3M | -4.0% | +10.8% | -14.8% | -10.7% |
| 6M | -6.3% | +31.6% | -37.9% | -22.4% |
| YTD | +39.7% | +25.4% | +14.3% | +18.6% |
| 1Y | +78.1% | +39.2% | +38.8% | +42.1% |
| 3Y | -29.5% | +218.5% | -248.0% | -67.0% |
| 5Y | +65.3% | +137.1% | -71.7% | -20.0% |
| All | -41.2% | +1,226.0% | -1,267.2% | -90.3% |
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