+837.4%
DLTR vs UPRO
+14,289.1%
-13,451.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +2.1% | -0.9% | +3.0% | +2.2% |
| 3M | +20.3% | +1.9% | +18.3% | +19.1% |
| 6M | +11.5% | +33.1% | -21.6% | +3.5% |
| YTD | +6.8% | +31.8% | -25.0% | -0.8% |
| 1Y | +31.1% | +48.3% | -17.2% | +18.2% |
| 3Y | +10.7% | +221.5% | -210.8% | -20.1% |
| 5Y | +41.6% | +136.7% | -95.1% | +3.4% |
| 10Y | +58.1% | +1,179.2% | -1,121.0% | -31.1% |
| All | +837.4% | +14,289.1% | -13,451.7% | +138.1% |
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