-1.8%
DECK vs UPRO
+222.2%
-224.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 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% | -22.6% |
| 6M | -21.1% | +33.1% | -54.2% | -31.7% |
| YTD | -17.2% | +31.8% | -49.0% | -28.3% |
| 1Y | -30.7% | +48.3% | -79.0% | -43.8% |
| All | -1.8% | +222.2% | -224.0% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling