-99.9%
DFNS vs UPRO
+503.6%
-603.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.9% |
| 7D | +0.8% | +1.5% | -0.7% | +0.9% |
| 30D | -73.2% | -3.7% | -69.5% | -73.3% |
| 3M | -72.4% | +8.0% | -80.4% | -72.2% |
| 6M | -95.2% | +38.7% | -133.9% | -95.0% |
| YTD | -98.0% | +29.5% | -127.5% | -97.9% |
| 1Y | -98.3% | +46.1% | -144.3% | -98.2% |
| 3Y | -99.9% | +229.1% | -329.0% | -99.9% |
| 5Y | -99.9% | +136.0% | -235.9% | -99.9% |
| All | -99.9% | +503.6% | -603.4% | -99.8% |
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