-28.1%
DT vs UPRO
+136.1%
-164.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.4% |
| 7D | -4.9% | +1.5% | -6.3% | -5.4% |
| 30D | +2.7% | -3.7% | +6.4% | +4.3% |
| 3M | +20.0% | +8.0% | +12.0% | +15.3% |
| 6M | +28.0% | +38.7% | -10.6% | +9.2% |
| YTD | +16.0% | +29.5% | -13.5% | +1.7% |
| 1Y | +0.7% | +46.1% | -45.4% | -16.9% |
| 3Y | +6.2% | +229.1% | -222.9% | -45.2% |
| 5Y | -28.1% | +136.0% | -164.1% | -58.1% |
| All | -28.1% | +136.1% | -164.3% | -58.1% |
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