+741.1%
DECK vs UPRO
+1,173.4%
-432.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -13.6% | -0.9% | -12.7% | -13.3% |
| 3M | -21.2% | +1.9% | -23.2% | -22.5% |
| 6M | -21.1% | +33.1% | -54.2% | -30.2% |
| YTD | -17.2% | +31.8% | -49.0% | -26.7% |
| 1Y | -30.7% | +48.3% | -79.0% | -41.9% |
| 3Y | -3.4% | +221.5% | -224.8% | -41.7% |
| 5Y | +25.5% | +136.7% | -111.2% | -20.8% |
| All | +741.1% | +1,173.4% | -432.3% | +141.1% |
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