+128.9%
DPZ vs UPRO
+1,083.2%
-954.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.2% | +13.4% | +2.7% |
| 7D | +9.5% | -14.4% | +23.9% | +12.4% |
| 30D | +12.8% | -18.2% | +31.0% | +16.7% |
| 3M | -6.2% | -16.4% | +10.2% | -3.5% |
| 6M | +4.3% | -2.6% | +6.9% | +3.6% |
| YTD | -16.6% | +11.1% | -27.8% | -19.6% |
| 1Y | -12.8% | +11.8% | -24.6% | -16.2% |
| 3Y | -0.8% | +209.9% | -210.7% | -24.3% |
| 5Y | -25.8% | +80.9% | -106.7% | -40.6% |
| All | +128.9% | +1,083.2% | -954.3% | +8.8% |
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