+15.1%
DLR vs UPRO
+19.0%
-3.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +5.0% | +9.7% | -4.6% | +2.0% |
| 30D | +3.0% | -9.8% | +12.8% | +5.8% |
| 3M | -6.3% | -9.1% | +2.8% | -4.0% |
| 6M | -4.8% | +0.9% | -5.7% | -5.6% |
| YTD | +21.0% | +21.9% | -0.9% | +12.5% |
| 1Y | +15.1% | +19.8% | -4.6% | +7.6% |
| All | +15.1% | +19.0% | -3.8% | +7.6% |
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 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