+111.8%
DG vs UPRO
+1,064.0%
-952.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +5.2% | -2.9% | +8.1% | +5.6% |
| 30D | +7.9% | -12.4% | +20.3% | +10.0% |
| 3M | +12.7% | -11.9% | +24.6% | +14.7% |
| 6M | +22.4% | -1.7% | +24.1% | +21.9% |
| YTD | +5.4% | +18.5% | -13.1% | +1.4% |
| 1Y | +39.4% | +17.5% | +21.9% | +34.1% |
| 3Y | +24.1% | +218.4% | -194.2% | -4.7% |
| 5Y | -32.2% | +99.1% | -131.3% | -46.0% |
| 10Y | +111.8% | +1,071.1% | -959.3% | -13.1% |
| All | +111.8% | +1,064.0% | -952.2% | -13.1% |
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