+86.1%
USO vs UPRO
+1,226.0%
-1,139.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +5.9% |
| 7D | +11.5% | -6.0% | +17.5% | +12.6% |
| 30D | +24.1% | -5.8% | +29.9% | +25.2% |
| 3M | +17.9% | +10.8% | +7.1% | +15.0% |
| 6M | +49.6% | +31.6% | +18.0% | +39.5% |
| YTD | +129.0% | +25.4% | +103.6% | +114.7% |
| 1Y | +112.0% | +39.2% | +72.7% | +93.9% |
| 3Y | +102.3% | +218.5% | -116.2% | +48.0% |
| 5Y | +224.5% | +137.1% | +87.5% | +136.7% |
| All | +86.1% | +1,226.0% | -1,139.9% | -20.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling