+98.9%
RIO vs UPRO
+94.1%
+4.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +7.0% | -3.8% | +1.4% |
| 7D | +4.4% | -0.9% | +5.3% | +4.4% |
| 30D | -8.9% | -11.4% | +2.6% | -6.3% |
| 3M | -12.7% | -10.9% | -1.8% | -10.5% |
| 6M | -16.2% | -0.5% | -15.7% | -16.6% |
| YTD | +13.4% | +19.9% | -6.5% | +7.5% |
| 1Y | +30.9% | +24.2% | +6.7% | +22.9% |
| 3Y | +60.2% | +236.9% | -176.8% | +13.1% |
| 5Y | +98.9% | +96.6% | +2.4% | +45.8% |
| All | +98.9% | +94.1% | +4.8% | +45.8% |
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