-37.4%
DOCS vs UPRO
+140.0%
-177.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.2% | +8.9% | +1.9% |
| 7D | -1.3% | -14.4% | +13.0% | +5.8% |
| 30D | +19.4% | -18.2% | +37.6% | +30.8% |
| 3M | +53.4% | -16.4% | +69.8% | +66.3% |
| 6M | +28.8% | -2.6% | +31.4% | +27.3% |
| YTD | -25.1% | +11.1% | -36.2% | -31.7% |
| 1Y | -48.1% | +11.8% | -59.9% | -53.1% |
| 3Y | +51.4% | +209.9% | -158.5% | -26.4% |
| 5Y | -51.1% | +80.9% | -132.0% | -70.3% |
| All | -37.4% | +140.0% | -177.4% | -63.1% |
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