+105.8%
DAL vs UPRO
+137.3%
-31.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | -13.9% | -0.9% | -13.0% | -13.6% |
| 3M | +1.1% | +1.9% | -0.9% | -0.5% |
| 6M | +26.2% | +33.1% | -6.9% | +9.0% |
| YTD | +16.4% | +31.8% | -15.4% | +1.0% |
| 1Y | +33.9% | +48.3% | -14.4% | +9.3% |
| 3Y | +93.4% | +221.5% | -128.1% | +7.0% |
| All | +105.8% | +137.3% | -31.4% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling