+70.5%
DOCN vs UPRO
+208.9%
-138.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.9% |
| 7D | -19.2% | -8.7% | -10.5% | -13.4% |
| 30D | -43.1% | -16.9% | -26.2% | -33.8% |
| 3M | -40.7% | -15.3% | -25.4% | -32.1% |
| 6M | -55.0% | -5.7% | -49.3% | -52.2% |
| YTD | +50.6% | +12.1% | +38.5% | +40.3% |
| 1Y | +54.0% | +16.4% | +37.5% | +39.3% |
| 3Y | +203.9% | +210.5% | -6.6% | +27.6% |
| 5Y | -29.4% | +82.4% | -111.8% | -57.3% |
| All | +70.5% | +208.9% | -138.4% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling