-29.6%
RIG vs UPRO
+230.2%
-259.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.8% |
| 7D | -2.7% | +1.5% | -4.2% | -3.3% |
| 30D | +9.5% | -3.7% | +13.2% | +11.0% |
| 3M | -6.6% | +8.0% | -14.6% | -10.8% |
| 6M | -2.9% | +38.7% | -41.5% | -18.4% |
| YTD | +39.5% | +29.5% | +9.9% | +20.8% |
| 1Y | +82.3% | +46.1% | +36.2% | +48.7% |
| 3Y | -29.6% | +229.1% | -258.7% | -61.7% |
| All | -29.6% | +230.2% | -259.7% | -61.7% |
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