+252.9%
DXCM vs UPRO
+1,152.9%
-900.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.3% |
| 7D | -6.2% | +1.5% | -7.7% | -6.7% |
| 30D | -0.3% | -3.7% | +3.5% | +1.0% |
| 3M | +10.3% | +8.0% | +2.3% | +6.8% |
| 6M | +24.1% | +38.7% | -14.5% | +9.5% |
| YTD | +27.4% | +29.5% | -2.2% | +14.7% |
| 1Y | +8.4% | +46.1% | -37.7% | -6.9% |
| 3Y | -19.0% | +229.1% | -248.1% | -50.7% |
| 5Y | -38.6% | +136.0% | -174.6% | -60.5% |
| 10Y | +252.9% | +1,155.3% | -902.3% | -2.5% |
| All | +252.9% | +1,152.9% | -900.0% | -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 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