+87.8%
DT vs UPRO
+414.3%
-326.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | +3.1% | +7.4% | -4.3% | +0.1% |
| 30D | -29.5% | -7.9% | -21.6% | -27.5% |
| 3M | -11.7% | -12.0% | +0.3% | -7.7% |
| 6M | +29.0% | -2.0% | +31.0% | +28.1% |
| YTD | +3.4% | +20.4% | -17.0% | -6.6% |
| 1Y | -4.2% | +24.5% | -28.7% | -14.9% |
| 3Y | -12.8% | +224.4% | -237.2% | -51.6% |
| 5Y | -39.6% | +97.6% | -137.2% | -61.5% |
| All | +87.8% | +414.3% | -326.4% | -27.3% |
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