-28.8%
DPZ vs UPRO
+137.3%
-166.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -7.0% | -0.9% | -6.1% | -6.8% |
| 3M | +11.6% | +1.9% | +9.7% | +10.5% |
| 6M | -15.2% | +33.1% | -48.3% | -21.5% |
| YTD | -17.2% | +31.8% | -49.0% | -23.4% |
| 1Y | -24.8% | +48.3% | -73.1% | -32.7% |
| 3Y | -8.7% | +221.5% | -230.1% | -35.4% |
| All | -28.8% | +137.3% | -166.1% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling