+0.1%
DOW vs UPRO
+489.8%
-489.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +5.2% | +7.4% | -2.2% | +2.4% |
| 30D | +13.2% | -7.9% | +21.1% | +15.5% |
| 3M | +10.1% | -12.0% | +22.1% | +13.6% |
| 6M | -13.1% | -2.0% | -11.1% | -15.0% |
| YTD | +46.1% | +20.4% | +25.7% | +29.9% |
| 1Y | +50.0% | +24.5% | +25.5% | +31.6% |
| 3Y | -20.2% | +224.4% | -244.6% | -54.2% |
| 5Y | -27.7% | +97.6% | -125.3% | -54.4% |
| All | +0.1% | +489.8% | -489.7% | -65.6% |
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