+55.8%
DOCS vs UPRO
+208.2%
-152.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.2% | +8.9% | +0.6% |
| 7D | -1.3% | -14.4% | +13.0% | +4.3% |
| 30D | +19.4% | -18.2% | +37.6% | +28.3% |
| 3M | +53.4% | -16.4% | +69.8% | +63.6% |
| 6M | +28.8% | -2.6% | +31.4% | +27.9% |
| YTD | -25.1% | +11.1% | -36.2% | -30.1% |
| 1Y | -48.1% | +11.8% | -59.9% | -51.9% |
| All | +55.8% | +208.2% | -152.5% | -38.0% |
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 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