+888.8%
DECK vs UPRO
+1,083.2%
-194.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.2% | +11.6% | +3.6% |
| 7D | +6.0% | -14.4% | +20.4% | +12.1% |
| 30D | +7.4% | -18.2% | +25.7% | +15.5% |
| 3M | -11.7% | -16.4% | +4.8% | -5.9% |
| 6M | -11.0% | -2.6% | -8.3% | -11.3% |
| YTD | -15.4% | +11.1% | -26.5% | -20.4% |
| 1Y | +7.2% | +11.8% | -4.5% | +0.2% |
| 3Y | -11.8% | +209.9% | -221.7% | -46.0% |
| 5Y | +24.3% | +80.9% | -56.5% | -13.3% |
| All | +888.8% | +1,083.2% | -194.3% | +229.3% |
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