-100.0%
DFNS vs UPRO
+210.8%
-310.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.8% | -13.1% | -12.1% |
| 7D | -44.0% | -8.7% | -35.3% | -44.4% |
| 30D | -69.1% | -16.9% | -52.2% | -69.7% |
| 3M | -95.6% | -15.3% | -80.4% | -95.7% |
| 6M | -96.2% | -5.7% | -90.5% | -96.1% |
| YTD | -99.6% | +12.1% | -111.7% | -99.6% |
| 1Y | -99.7% | +16.4% | -116.2% | -99.7% |
| 3Y | -100.0% | +210.5% | -310.5% | -100.0% |
| All | -100.0% | +210.8% | -310.8% | -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 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