+889.2%
DLR vs UPRO
+12,137.2%
-11,248.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -3.6% | -8.7% | +5.1% | -1.3% |
| 30D | -3.5% | -16.9% | +13.4% | +1.4% |
| 3M | -8.9% | -15.3% | +6.3% | -4.9% |
| 6M | -11.6% | -5.7% | -5.9% | -10.8% |
| YTD | +14.9% | +12.1% | +2.8% | +9.9% |
| 1Y | +6.4% | +16.4% | -10.0% | +0.6% |
| 3Y | +47.3% | +210.5% | -163.3% | +2.5% |
| 5Y | +32.8% | +82.4% | -49.6% | 0.0% |
| 10Y | +169.6% | +1,144.5% | -975.0% | +1.3% |
| All | +889.2% | +12,137.2% | -11,248.0% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling