+44.6%
DXCM vs UPRO
+29.4%
+15.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.9% | +1.8% | +5.6% |
| 7D | +12.5% | -2.6% | +15.1% | +13.0% |
| 30D | +1.8% | -4.3% | +6.1% | +2.6% |
| 3M | +1.8% | -4.3% | +6.1% | +2.5% |
| 6M | +47.4% | +14.7% | +32.6% | +39.6% |
| YTD | +33.3% | +28.0% | +5.3% | +21.3% |
| 1Y | +44.6% | +29.8% | +14.8% | +31.3% |
| All | +44.6% | +29.4% | +15.2% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling