-100.0%
DFNS vs UPRO
+226.4%
-326.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.6% |
| 7D | -6.0% | +7.4% | -13.4% | -5.3% |
| 30D | -71.2% | -7.9% | -63.3% | -71.4% |
| 3M | -94.5% | -12.0% | -82.5% | -94.6% |
| 6M | -96.5% | -2.0% | -94.6% | -96.5% |
| YTD | -99.6% | +20.4% | -120.0% | -99.6% |
| 1Y | -99.7% | +24.5% | -124.2% | -99.7% |
| 3Y | -100.0% | +224.4% | -324.3% | -100.0% |
| All | -100.0% | +226.4% | -326.3% | -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