+203.8%
DHR vs UPRO
+1,258.3%
-1,054.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.9% |
| 7D | -3.6% | -2.5% | -1.1% | -2.9% |
| 30D | -2.7% | -4.2% | +1.5% | -1.6% |
| 3M | +10.9% | +8.1% | +2.9% | +7.7% |
| 6M | +3.0% | +35.2% | -32.2% | -6.9% |
| YTD | -12.2% | +28.4% | -40.6% | -19.6% |
| 1Y | +3.3% | +39.3% | -36.0% | -8.1% |
| 3Y | -8.2% | +219.9% | -228.1% | -38.8% |
| 5Y | -29.9% | +142.8% | -172.7% | -52.8% |
| All | +203.8% | +1,258.3% | -1,054.5% | +6.6% |
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