+111.9%
DOCN vs UPRO
+236.0%
-124.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +4.1% |
| 7D | +27.4% | +9.7% | +17.7% | +19.1% |
| 30D | -29.7% | -9.8% | -20.0% | -23.1% |
| 3M | -32.5% | -9.1% | -23.4% | -26.5% |
| 6M | -42.2% | +0.9% | -43.1% | -41.6% |
| YTD | +87.2% | +21.9% | +65.3% | +64.0% |
| 1Y | +86.2% | +19.8% | +66.4% | +65.1% |
| 3Y | +257.4% | +227.4% | +30.0% | +44.4% |
| 5Y | -27.4% | +100.1% | -127.5% | -58.9% |
| All | +111.9% | +236.0% | -124.1% | +3.6% |
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