+8.8%
DXCM vs UPRO
+51.4%
-42.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +6.3% | -0.9% | +7.2% | +6.5% |
| 3M | +21.1% | +1.9% | +19.2% | +20.2% |
| 6M | +20.6% | +33.1% | -12.5% | +10.2% |
| YTD | +32.4% | +31.8% | +0.7% | +21.2% |
| 1Y | +8.8% | +48.3% | -39.4% | +2.5% |
| All | +8.8% | +51.4% | -42.6% | +2.5% |
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