+25.8%
DLTR vs UPRO
+230.4%
-204.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +2.4% | +9.7% | -7.3% | +0.4% |
| 30D | +21.5% | -9.8% | +31.3% | +23.7% |
| 3M | +9.8% | -9.1% | +18.9% | +11.6% |
| 6M | +58.6% | +0.9% | +57.7% | +57.1% |
| YTD | +14.8% | +21.9% | -7.0% | +8.8% |
| 1Y | +33.0% | +19.8% | +13.3% | +26.4% |
| All | +25.8% | +230.4% | -204.6% | -10.8% |
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