-38.7%
DOCS vs UPRO
+142.1%
-180.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.4% |
| 7D | -0.8% | -8.7% | +7.9% | +3.2% |
| 30D | +17.4% | -16.9% | +34.3% | +27.6% |
| 3M | +57.4% | -15.3% | +72.6% | +69.5% |
| 6M | +26.5% | -5.7% | +32.3% | +27.2% |
| YTD | -26.6% | +12.1% | -38.7% | -33.4% |
| 1Y | -48.1% | +16.4% | -64.5% | -54.0% |
| 3Y | +52.6% | +210.5% | -157.9% | -25.8% |
| 5Y | -52.1% | +82.4% | -134.5% | -71.0% |
| All | -38.7% | +142.1% | -180.7% | -64.0% |
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