+85.0%
USO vs UPRO
+1,102.3%
-1,017.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.4% |
| 7D | -1.4% | +9.7% | -11.1% | -3.0% |
| 30D | -4.6% | -9.8% | +5.2% | -3.5% |
| 3M | +14.7% | -9.1% | +23.9% | +15.6% |
| 6M | +1.2% | +0.9% | +0.3% | -0.6% |
| YTD | +111.2% | +21.9% | +89.3% | +97.7% |
| 1Y | +109.3% | +19.8% | +89.5% | +96.2% |
| 3Y | +103.5% | +227.4% | -123.9% | +47.7% |
| 5Y | +160.9% | +100.1% | +60.8% | +98.0% |
| All | +85.0% | +1,102.3% | -1,017.3% | -2.2% |
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