-9.5%
DASH vs UPRO
+288.4%
-297.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.1% |
| 7D | -4.5% | +7.4% | -12.0% | -8.6% |
| 30D | -6.8% | -7.9% | +1.1% | -2.9% |
| 3M | -20.7% | -12.0% | -8.7% | -15.3% |
| 6M | +15.1% | -2.0% | +17.0% | +14.3% |
| YTD | -24.3% | +20.4% | -44.7% | -34.0% |
| 1Y | -12.1% | +24.5% | -36.6% | -25.2% |
| 3Y | +91.1% | +224.4% | -133.3% | -19.6% |
| 5Y | -30.3% | +97.6% | -127.9% | -63.0% |
| All | -9.5% | +288.4% | -297.8% | -66.1% |
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