+164.6%
DOCN vs UPRO
+263.3%
-98.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +74.2% |
| YTD | +133.7% | +31.8% | +101.9% | +90.8% |
| 1Y | +250.2% | +48.3% | +201.9% | +162.3% |
| 3Y | +320.3% | +221.5% | +98.8% | +69.6% |
| 5Y | +53.1% | +136.7% | -83.6% | -22.7% |
| All | +164.6% | +263.3% | -98.6% | +20.5% |
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