+67.4%
RIG vs UPRO
+95.9%
-28.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.4% | +4.6% |
| 7D | +5.7% | +7.4% | -1.7% | +2.4% |
| 30D | -0.7% | -7.9% | +7.2% | +1.8% |
| 3M | -3.1% | -12.0% | +8.9% | +0.9% |
| 6M | -16.3% | -2.0% | -14.4% | -17.9% |
| YTD | +34.1% | +20.4% | +13.8% | +18.5% |
| 1Y | +38.2% | +24.5% | +13.6% | +20.0% |
| 3Y | -15.3% | +224.4% | -239.7% | -53.8% |
| All | +67.4% | +95.9% | -28.5% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling