+117.6%
DT vs UPRO
+462.9%
-345.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | +2.0% | -0.9% | +2.9% | +2.4% |
| 3M | +20.0% | +1.9% | +18.1% | +18.1% |
| 6M | +39.3% | +33.1% | +6.2% | +21.7% |
| YTD | +19.8% | +31.8% | -12.0% | +4.9% |
| 1Y | +4.3% | +48.3% | -44.0% | -13.6% |
| 3Y | +7.7% | +221.5% | -213.8% | -39.7% |
| 5Y | -26.8% | +136.7% | -163.6% | -56.3% |
| All | +117.6% | +462.9% | -345.3% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling