+124.0%
DPZ vs UPRO
+1,093.1%
-969.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | +6.6% | -8.7% | +15.2% | +8.1% |
| 30D | +10.3% | -16.9% | +27.2% | +13.8% |
| 3M | -6.2% | -15.3% | +9.1% | -3.7% |
| 6M | +4.2% | -5.7% | +10.0% | +4.3% |
| YTD | -18.4% | +12.1% | -30.5% | -21.5% |
| 1Y | -14.9% | +16.4% | -31.4% | -18.9% |
| 3Y | -4.6% | +210.5% | -215.2% | -27.2% |
| 5Y | -27.4% | +82.4% | -109.8% | -41.9% |
| All | +124.0% | +1,093.1% | -969.1% | +6.2% |
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