-100.0%
DFNS vs UPRO
+467.9%
-567.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.0% | -18.3% | -19.4% |
| 7D | -12.7% | +9.7% | -22.3% | -12.4% |
| 30D | -65.2% | -9.8% | -55.5% | -65.4% |
| 3M | -94.6% | -9.1% | -85.5% | -94.6% |
| 6M | -96.2% | +0.9% | -97.1% | -96.2% |
| YTD | -99.6% | +21.9% | -121.5% | -99.6% |
| 1Y | -99.7% | +19.8% | -119.5% | -99.7% |
| 3Y | -100.0% | +227.4% | -327.3% | -100.0% |
| 5Y | -100.0% | +100.1% | -200.1% | -100.0% |
| All | -100.0% | +467.9% | -567.9% | -100.0% |
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 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