+98.6%
DOCU vs UPRO
+501.7%
-403.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -13.2% | +11.2% | +3.5% |
| 7D | -3.2% | -14.4% | +11.2% | +2.6% |
| 30D | +15.7% | -18.2% | +33.9% | +24.8% |
| 3M | +37.3% | -16.4% | +53.7% | +46.3% |
| 6M | +63.1% | -2.6% | +65.8% | +61.0% |
| YTD | +15.4% | +11.1% | +4.2% | +6.3% |
| 1Y | +11.3% | +11.8% | -0.4% | +2.0% |
| 3Y | +92.1% | +209.9% | -117.8% | +7.0% |
| 5Y | -70.5% | +80.9% | -151.4% | -80.3% |
| All | +98.6% | +501.7% | -403.1% | -14.7% |
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