+67.3%
DVN vs UPRO
+1,258.3%
-1,191.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.6% |
| 7D | +4.5% | -2.5% | +7.1% | +5.6% |
| 30D | +12.0% | -4.2% | +16.2% | +13.7% |
| 3M | +13.4% | +8.1% | +5.3% | +8.0% |
| 6M | +12.1% | +35.2% | -23.1% | -5.8% |
| YTD | +38.8% | +28.4% | +10.4% | +18.5% |
| 1Y | +46.0% | +39.3% | +6.8% | +18.9% |
| 3Y | +9.5% | +219.9% | -210.4% | -44.4% |
| 5Y | +125.3% | +142.8% | -17.6% | +15.7% |
| All | +67.3% | +1,258.3% | -1,191.1% | -68.7% |
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