+29.8%
DLTR vs UPRO
+133.2%
-103.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.1% | -4.2% |
| 7D | -10.2% | -1.3% | -8.9% | -10.0% |
| 30D | -8.5% | -5.0% | -3.5% | -7.5% |
| 3M | +5.6% | +7.5% | -1.9% | +3.4% |
| 6M | +2.2% | +33.2% | -31.0% | -5.1% |
| YTD | -3.8% | +27.7% | -31.5% | -10.0% |
| 1Y | +22.9% | +43.0% | -20.1% | +11.9% |
| 3Y | +2.0% | +224.4% | -222.4% | -26.8% |
| 5Y | +29.8% | +135.9% | -106.0% | -4.0% |
| All | +29.8% | +133.2% | -103.3% | -4.0% |
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