+97.7%
DOCN vs UPRO
+252.8%
-155.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.9% | -12.0% | -10.8% |
| 7D | -20.0% | -2.6% | -17.5% | -18.6% |
| 30D | -38.8% | -4.3% | -34.5% | -36.3% |
| 3M | -34.8% | -4.3% | -30.5% | -32.2% |
| 6M | -22.8% | +14.7% | -37.5% | -29.1% |
| YTD | +74.6% | +28.0% | +46.6% | +46.5% |
| 1Y | +116.4% | +29.8% | +86.6% | +79.5% |
| 3Y | +239.3% | +256.9% | -17.6% | +27.7% |
| 5Y | -20.2% | +110.6% | -130.8% | -56.8% |
| All | +97.7% | +252.8% | -155.1% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling