+32.3%
DLR vs UPRO
+81.0%
-48.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -3.6% | -8.7% | +5.1% | -1.0% |
| 30D | -3.5% | -16.9% | +13.4% | +2.0% |
| 3M | -8.9% | -15.3% | +6.3% | -4.4% |
| 6M | -11.6% | -5.7% | -5.9% | -10.7% |
| YTD | +14.9% | +12.1% | +2.8% | +9.2% |
| 1Y | +6.4% | +16.4% | -10.0% | -0.2% |
| 3Y | +47.3% | +210.5% | -163.3% | -3.8% |
| All | +32.3% | +81.0% | -48.7% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling