+324.3%
DOCN vs UPRO
+222.2%
+102.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.7% |
| 7D | +1.1% | +0.1% | +1.1% | +1.0% |
| 30D | -9.6% | -0.9% | -8.7% | -8.9% |
| 3M | -37.7% | +1.9% | -39.6% | -38.5% |
| 6M | +115.2% | +33.1% | +82.1% | +74.9% |
| YTD | +133.7% | +31.8% | +101.9% | +91.5% |
| 1Y | +250.2% | +48.3% | +201.9% | +164.0% |
| All | +324.3% | +222.2% | +102.1% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling