+59.9%
RIG vs UPRO
+133.2%
-73.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -8.2% | -1.3% | -6.9% | -7.7% |
| 30D | -0.2% | -5.0% | +4.9% | +1.8% |
| 3M | -2.7% | +7.5% | -10.2% | -6.9% |
| 6M | -7.5% | +33.2% | -40.7% | -20.7% |
| YTD | +38.3% | +27.7% | +10.5% | +20.6% |
| 1Y | +81.8% | +43.0% | +38.8% | +50.4% |
| 3Y | -30.2% | +224.4% | -254.6% | -61.5% |
| 5Y | +59.9% | +135.9% | -75.9% | -6.1% |
| All | +59.9% | +133.2% | -73.2% | -6.1% |
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