+7.3%
DT vs UPRO
+240.0%
-232.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | +2.0% | -0.9% | +2.9% | +2.3% |
| 3M | +20.0% | +1.9% | +18.1% | +18.7% |
| 6M | +39.3% | +33.1% | +6.2% | +25.5% |
| YTD | +19.8% | +31.8% | -12.0% | +8.2% |
| 1Y | +4.3% | +48.3% | -44.0% | -10.0% |
| All | +7.3% | +240.0% | -232.7% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling