+82.3%
DT vs UPRO
+406.3%
-324.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.6% |
| 7D | -7.5% | -2.9% | -4.6% | -6.8% |
| 30D | -31.5% | -12.4% | -19.1% | -28.1% |
| 3M | -14.0% | -11.9% | -2.1% | -10.1% |
| 6M | +6.9% | -1.7% | +8.5% | +5.9% |
| YTD | +0.3% | +18.5% | -18.2% | -8.8% |
| 1Y | -6.9% | +17.5% | -24.4% | -15.4% |
| 3Y | -13.9% | +218.4% | -232.3% | -51.8% |
| 5Y | -39.9% | +99.1% | -139.0% | -61.8% |
| All | +82.3% | +406.3% | -324.0% | -29.0% |
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