+176.7%
DLR vs UPRO
+1,162.5%
-985.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +2.9% | -1.3% | +4.2% | +3.2% |
| 30D | -1.2% | -5.0% | +3.9% | +0.2% |
| 3M | +2.9% | +7.5% | -4.6% | +0.5% |
| 6M | +6.7% | +33.2% | -26.6% | -2.2% |
| YTD | +23.9% | +27.7% | -3.9% | +14.6% |
| 1Y | +18.6% | +43.0% | -24.4% | +6.0% |
| 3Y | +59.7% | +224.4% | -164.8% | +9.9% |
| 5Y | +42.1% | +135.9% | -93.8% | -0.4% |
| 10Y | +176.7% | +1,232.5% | -1,055.8% | +1.3% |
| All | +176.7% | +1,162.5% | -985.8% | +1.3% |
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