+13.0%
DLR vs UPRO
+29.4%
-16.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +1.2% |
| 7D | +2.8% | -2.6% | +5.4% | +3.5% |
| 30D | +2.8% | -4.3% | +7.1% | +4.0% |
| 3M | -4.0% | -4.3% | +0.3% | -3.0% |
| 6M | -5.6% | +14.7% | -20.3% | -9.5% |
| YTD | +21.9% | +28.0% | -6.1% | +12.4% |
| 1Y | +13.0% | +29.8% | -16.8% | +3.9% |
| All | +13.0% | +29.4% | -16.4% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling