-9.4%
DASH vs UPRO
+80.0%
-89.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -13.2% | +3.8% | -1.6% |
| 7D | +0.5% | -14.4% | +14.9% | +9.9% |
| 30D | -7.1% | -18.2% | +11.2% | +4.2% |
| 3M | -13.2% | -16.4% | +3.2% | -4.2% |
| 6M | +8.3% | -2.6% | +10.9% | +7.9% |
| YTD | -20.6% | +11.1% | -31.7% | -27.6% |
| 1Y | -24.4% | +11.8% | -36.2% | -31.4% |
| 3Y | +94.5% | +209.9% | -115.4% | -19.0% |
| 5Y | -9.4% | +80.9% | -90.3% | -50.1% |
| All | -9.4% | +80.0% | -89.4% | -50.1% |
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 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