+101.5%
DG vs UPRO
+1,102.3%
-1,000.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.9% |
| 7D | -2.5% | +9.7% | -12.1% | -4.0% |
| 30D | +7.7% | -9.8% | +17.4% | +9.2% |
| 3M | +13.1% | -9.1% | +22.2% | +14.5% |
| 6M | +32.0% | +0.9% | +31.1% | +30.9% |
| YTD | +3.3% | +21.9% | -18.6% | -1.1% |
| 1Y | +31.7% | +19.8% | +11.9% | +26.3% |
| 3Y | +21.7% | +227.4% | -205.7% | -7.0% |
| 5Y | -34.7% | +100.1% | -134.8% | -48.1% |
| All | +101.5% | +1,102.3% | -1,000.8% | -19.1% |
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