+28.5%
DECK vs UPRO
+112.6%
-84.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.9% | +1.1% | +3.9% |
| 7D | +10.4% | -2.6% | +12.9% | +11.5% |
| 30D | +11.1% | -4.3% | +15.4% | +13.0% |
| 3M | -10.8% | -4.3% | -6.5% | -9.3% |
| 6M | -8.7% | +14.7% | -23.5% | -15.1% |
| YTD | -14.0% | +28.0% | -42.0% | -24.3% |
| 1Y | +12.0% | +29.8% | -17.8% | -2.4% |
| 3Y | -10.5% | +256.9% | -267.4% | -51.3% |
| 5Y | +28.5% | +110.6% | -82.1% | -16.0% |
| All | +28.5% | +112.6% | -84.1% | -16.0% |
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