+558.2%
RIO vs UPRO
+13,348.2%
-12,790.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -1.0% |
| 7D | +0.5% | -3.8% | +4.3% | +1.5% |
| 30D | -9.9% | -8.9% | -1.0% | -7.1% |
| 3M | -14.0% | -7.4% | -6.6% | -12.1% |
| 6M | -19.5% | +1.6% | -21.1% | -21.0% |
| YTD | +11.5% | +23.2% | -11.6% | +0.8% |
| 1Y | +26.9% | +21.2% | +5.7% | +15.1% |
| 3Y | +55.1% | +230.8% | -175.7% | -14.4% |
| 5Y | +90.7% | +106.7% | -16.0% | +12.8% |
| 10Y | +363.3% | +1,125.0% | -761.7% | -19.4% |
| All | +558.2% | +13,348.2% | -12,790.0% | -78.6% |
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