+36.3%
DIS vs UPRO
+1,064.0%
-1,027.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +4.4% | -2.9% | +7.3% | +5.0% |
| 30D | +10.3% | -12.4% | +22.8% | +14.6% |
| 3M | +15.5% | -11.9% | +27.4% | +19.4% |
| 6M | +11.2% | -1.7% | +12.9% | +9.9% |
| YTD | +5.6% | +18.5% | -13.0% | -2.7% |
| 1Y | +7.7% | +17.5% | -9.7% | -0.6% |
| 3Y | +39.3% | +218.4% | -179.1% | -13.4% |
| 5Y | -29.5% | +99.1% | -128.6% | -52.4% |
| 10Y | +36.3% | +1,071.1% | -1,034.8% | -52.1% |
| All | +36.3% | +1,064.0% | -1,027.7% | -52.1% |
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