+76.2%
USO vs UPRO
+1,250.7%
-1,174.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.9% |
| 7D | +6.2% | -1.3% | +7.6% | +6.5% |
| 30D | +19.1% | -5.0% | +24.1% | +20.0% |
| 3M | +14.2% | +7.5% | +6.7% | +11.9% |
| 6M | +43.7% | +33.2% | +10.5% | +33.8% |
| YTD | +116.8% | +27.7% | +89.1% | +102.7% |
| 1Y | +104.3% | +43.0% | +61.3% | +86.0% |
| 3Y | +91.5% | +224.4% | -132.9% | +39.7% |
| 5Y | +214.1% | +135.9% | +78.2% | +129.8% |
| All | +76.2% | +1,250.7% | -1,174.5% | -25.2% |
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