+423.1%
DXCM vs UPRO
+1,163.1%
-740.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.0% | -4.9% | -0.2% |
| 7D | -4.4% | -0.9% | -3.5% | -4.3% |
| 30D | -3.6% | -11.4% | +7.8% | -0.1% |
| 3M | -4.3% | -10.9% | +6.6% | -1.3% |
| 6M | +33.8% | -0.5% | +34.3% | +31.9% |
| YTD | +22.1% | +19.9% | +2.3% | +12.2% |
| 1Y | +47.4% | +24.2% | +23.2% | +33.5% |
| 3Y | -12.3% | +236.9% | -249.2% | -47.1% |
| 5Y | -49.1% | +96.6% | -145.7% | -65.4% |
| 10Y | +423.1% | +1,091.6% | -668.5% | +52.4% |
| All | +423.1% | +1,163.1% | -740.0% | +52.4% |
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