+100.3%
USO vs UPRO
+230.4%
-130.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.2% |
| 7D | -1.4% | +9.7% | -11.1% | -1.0% |
| 30D | -4.6% | -9.8% | +5.2% | -4.8% |
| 3M | +14.7% | -9.1% | +23.9% | +14.6% |
| 6M | +1.2% | +0.9% | +0.3% | +1.3% |
| YTD | +111.2% | +21.9% | +89.3% | +110.7% |
| 1Y | +109.3% | +19.8% | +89.5% | +109.1% |
| All | +100.3% | +230.4% | -130.1% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling