-99.9%
DFNS vs UPRO
+240.0%
-339.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.4% |
| 7D | -16.0% | +0.1% | -16.1% | -16.1% |
| 30D | -77.7% | -0.9% | -76.8% | -77.8% |
| 3M | -77.2% | +1.9% | -79.1% | -77.2% |
| 6M | -95.2% | +33.1% | -128.3% | -94.8% |
| YTD | -98.0% | +31.8% | -129.8% | -97.8% |
| 1Y | -98.3% | +48.3% | -146.5% | -98.1% |
| All | -99.9% | +240.0% | -339.9% | -99.9% |
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