-5.2%
DASH vs UPRO
+261.5%
-266.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.6% |
| 7D | +0.4% | -8.7% | +9.1% | +5.7% |
| 30D | -6.0% | -16.9% | +10.8% | +4.1% |
| 3M | -15.8% | -15.3% | -0.5% | -7.9% |
| 6M | +7.0% | -5.7% | +12.7% | +8.7% |
| YTD | -20.7% | +12.1% | -32.7% | -27.8% |
| 1Y | -8.5% | +16.4% | -25.0% | -19.1% |
| 3Y | +101.8% | +210.5% | -108.7% | -13.0% |
| 5Y | -9.6% | +82.4% | -92.0% | -49.7% |
| All | -5.2% | +261.5% | -266.7% | -62.9% |
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