+248.5%
DHR vs UPRO
+1,102.3%
-853.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | +2.6% | +9.7% | -7.1% | -0.2% |
| 30D | +4.2% | -9.8% | +13.9% | +6.9% |
| 3M | +13.0% | -9.1% | +22.1% | +15.5% |
| 6M | +40.2% | +0.9% | +39.3% | +37.9% |
| YTD | +2.0% | +21.9% | -19.9% | -5.6% |
| 1Y | +6.6% | +19.8% | -13.2% | -1.1% |
| 3Y | +19.9% | +227.4% | -207.4% | -20.6% |
| 5Y | -11.7% | +100.1% | -111.8% | -37.4% |
| All | +248.5% | +1,102.3% | -853.8% | +27.7% |
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