+17.6%
DIS vs UPRO
-1.9%
+19.4%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.2% | +11.7% | +0.1% |
| 7D | +5.7% | -14.4% | +20.1% | +7.4% |
| 30D | +12.7% | -18.2% | +30.9% | +15.2% |
| 3M | +15.2% | -16.4% | +31.6% | +17.4% |
| 6M | +17.6% | -2.6% | +20.2% | +10.0% |
| All | +17.6% | -1.9% | +19.4% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling