-90.3%
RIG vs UPRO
+14,289.1%
-14,379.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.2% |
| 7D | +0.9% | +0.1% | +0.8% | +0.7% |
| 30D | +13.8% | -0.9% | +14.7% | +14.1% |
| 3M | -6.4% | +1.9% | -8.3% | -8.8% |
| 6M | -8.2% | +33.1% | -41.3% | -23.3% |
| YTD | +41.6% | +31.8% | +9.9% | +18.7% |
| 1Y | +88.7% | +48.3% | +40.4% | +48.5% |
| 3Y | -30.9% | +221.5% | -252.3% | -65.6% |
| 5Y | +57.7% | +136.7% | -79.1% | -18.0% |
| 10Y | -39.3% | +1,179.2% | -1,218.4% | -87.4% |
| All | -90.3% | +14,289.1% | -14,379.4% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling