+619.2%
RIO vs UPRO
+1,162.5%
-543.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | +1.0% | -1.3% | +2.3% | +1.3% |
| 30D | +4.0% | -5.0% | +9.1% | +5.6% |
| 3M | +4.5% | +7.5% | -3.0% | +1.9% |
| 6M | +17.3% | +33.2% | -15.9% | +7.0% |
| YTD | +36.2% | +27.7% | +8.5% | +25.6% |
| 1Y | +76.1% | +43.0% | +33.1% | +56.4% |
| 3Y | +102.5% | +224.4% | -121.9% | +31.8% |
| 5Y | +103.5% | +135.9% | -32.3% | +34.1% |
| 10Y | +619.2% | +1,232.5% | -613.3% | +79.8% |
| All | +619.2% | +1,162.5% | -543.4% | +79.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling