+95.3%
DOCU vs UPRO
+506.8%
-411.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | -5.5% | -8.7% | +3.1% | -2.4% |
| 30D | +12.6% | -16.9% | +29.5% | +20.7% |
| 3M | +36.4% | -15.3% | +51.7% | +44.6% |
| 6M | +66.8% | -5.7% | +72.5% | +67.1% |
| YTD | +13.5% | +12.1% | +1.4% | +4.2% |
| 1Y | +11.3% | +16.4% | -5.1% | +0.2% |
| 3Y | +92.1% | +210.5% | -118.5% | +7.0% |
| 5Y | -71.0% | +82.4% | -153.4% | -80.7% |
| All | +95.3% | +506.8% | -411.4% | -16.5% |
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 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