+240.7%
DOCN vs UPRO
+233.9%
+6.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.9% | +5.7% | +6.6% |
| 7D | +3.7% | -3.8% | +7.5% | +7.6% |
| 30D | -33.7% | -8.9% | -24.8% | -27.9% |
| 3M | -27.9% | -7.4% | -20.5% | -22.5% |
| 6M | -46.4% | +1.6% | -48.0% | -46.1% |
| YTD | +81.1% | +23.2% | +57.9% | +58.7% |
| 1Y | +74.3% | +21.2% | +53.1% | +54.3% |
| All | +240.7% | +233.9% | +6.8% | +45.3% |
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