+19.3%
DG vs UPRO
+210.8%
-191.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.1% |
| 7D | +1.1% | -8.7% | +9.8% | +1.5% |
| 30D | +9.5% | -16.9% | +26.4% | +10.4% |
| 3M | +5.5% | -15.3% | +20.7% | +6.2% |
| 6M | +16.1% | -5.7% | +21.8% | +16.3% |
| YTD | +2.7% | +12.1% | -9.4% | +2.0% |
| 1Y | +42.1% | +16.4% | +25.7% | +41.1% |
| 3Y | +19.3% | +210.5% | -191.3% | -0.5% |
| All | +19.3% | +210.8% | -191.6% | -0.5% |
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