+2,130.8%
DECK vs UPRO
+13,875.9%
-11,745.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.9% | +1.1% | +4.0% |
| 7D | +10.4% | -2.6% | +12.9% | +11.5% |
| 30D | +11.1% | -4.3% | +15.4% | +12.9% |
| 3M | -10.8% | -4.3% | -6.5% | -9.4% |
| 6M | -8.7% | +14.7% | -23.5% | -14.6% |
| YTD | -14.0% | +28.0% | -42.0% | -23.5% |
| 1Y | +12.0% | +29.8% | -17.8% | -1.3% |
| 3Y | -10.5% | +256.9% | -267.4% | -49.2% |
| 5Y | +28.5% | +110.6% | -82.1% | -16.8% |
| 10Y | +923.3% | +1,321.3% | -398.1% | +143.2% |
| All | +2,130.8% | +13,875.9% | -11,745.0% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling