+589.6%
DG vs UPRO
+6,921.9%
-6,332.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.2% |
| 7D | +1.1% | -8.7% | +9.8% | +2.6% |
| 30D | +9.5% | -16.9% | +26.4% | +12.7% |
| 3M | +5.5% | -15.3% | +20.7% | +8.2% |
| 6M | +16.1% | -5.7% | +21.8% | +16.4% |
| YTD | +2.7% | +12.1% | -9.4% | -0.4% |
| 1Y | +42.1% | +16.4% | +25.7% | +36.8% |
| 3Y | +19.3% | +210.5% | -191.3% | -8.5% |
| 5Y | -35.3% | +82.4% | -117.7% | -48.0% |
| 10Y | +123.9% | +1,144.5% | -1,020.6% | +9.7% |
| All | +589.6% | +6,921.9% | -6,332.3% | +125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling