+47.3%
DLR vs UPRO
+210.8%
-163.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -3.6% | -8.7% | +5.1% | -1.1% |
| 30D | -3.5% | -16.9% | +13.4% | +1.8% |
| 3M | -8.9% | -15.3% | +6.3% | -4.6% |
| 6M | -11.6% | -5.7% | -5.9% | -10.7% |
| YTD | +14.9% | +12.1% | +2.8% | +9.6% |
| 1Y | +6.4% | +16.4% | -10.0% | +0.2% |
| 3Y | +47.3% | +210.5% | -163.3% | -10.6% |
| All | +47.3% | +210.8% | -163.6% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling