-15.3%
RIG vs UPRO
+226.4%
-241.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.4% | +4.6% |
| 7D | +5.7% | +7.4% | -1.7% | +2.6% |
| 30D | -0.7% | -7.9% | +7.2% | +1.8% |
| 3M | -3.1% | -12.0% | +8.9% | +0.8% |
| 6M | -16.3% | -2.0% | -14.4% | -17.9% |
| YTD | +34.1% | +20.4% | +13.8% | +18.1% |
| 1Y | +38.2% | +24.5% | +13.6% | +19.3% |
| 3Y | -15.3% | +224.4% | -239.7% | -60.0% |
| All | -15.3% | +226.4% | -241.7% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling