+103.1%
DOCN vs UPRO
+231.8%
-128.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -2.9% | -3.2% |
| 7D | +19.1% | +7.4% | +11.7% | +13.1% |
| 30D | -21.0% | -7.9% | -13.1% | -15.1% |
| 3M | -34.7% | -12.0% | -22.7% | -27.2% |
| 6M | -45.8% | -2.0% | -43.8% | -44.1% |
| YTD | +79.4% | +20.4% | +59.0% | +58.7% |
| 1Y | +91.0% | +24.5% | +66.5% | +64.6% |
| 3Y | +237.5% | +224.4% | +13.1% | +37.4% |
| 5Y | -30.4% | +97.6% | -128.0% | -60.2% |
| All | +103.1% | +231.8% | -128.7% | +0.3% |
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