+44.0%
DLTR vs UPRO
+29.4%
+14.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.9% | +4.8% | +8.5% |
| 7D | +15.6% | -2.6% | +18.2% | +16.1% |
| 30D | +29.9% | -4.3% | +34.2% | +30.8% |
| 3M | +12.5% | -4.3% | +16.8% | +13.1% |
| 6M | +56.3% | +14.7% | +41.6% | +48.5% |
| YTD | +19.5% | +28.0% | -8.5% | +9.3% |
| 1Y | +44.0% | +29.8% | +14.2% | +30.7% |
| All | +44.0% | +29.4% | +14.6% | +30.7% |
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 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