+112.2%
DT vs UPRO
+445.6%
-333.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | -0.5% | -1.3% | +0.8% | 0.0% |
| 30D | +0.1% | -5.0% | +5.1% | +2.1% |
| 3M | +24.1% | +7.5% | +16.6% | +19.7% |
| 6M | +30.1% | +33.2% | -3.1% | +13.7% |
| YTD | +16.8% | +27.7% | -11.0% | +3.6% |
| 1Y | -0.1% | +43.0% | -43.1% | -16.0% |
| 3Y | +6.8% | +224.4% | -217.6% | -40.4% |
| 5Y | -28.4% | +135.9% | -164.2% | -57.1% |
| All | +112.2% | +445.6% | -333.4% | -19.3% |
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