+7.2%
DG vs UPRO
+230.2%
-222.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.9% |
| 7D | -2.5% | +1.5% | -3.9% | -2.5% |
| 30D | +1.0% | -3.7% | +4.7% | +1.2% |
| 3M | +20.3% | +8.0% | +12.3% | +19.9% |
| 6M | -11.7% | +38.7% | -50.4% | -13.0% |
| YTD | -2.3% | +29.5% | -31.9% | -3.6% |
| 1Y | +20.0% | +46.1% | -26.1% | +18.3% |
| 3Y | +7.2% | +229.1% | -221.9% | -1.9% |
| All | +7.2% | +230.2% | -222.9% | -1.9% |
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