+393.1%
DXCM vs UPRO
+1,130.0%
-737.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -0.8% |
| 7D | -9.2% | -3.8% | -5.4% | -8.3% |
| 30D | -6.5% | -8.9% | +2.4% | -4.0% |
| 3M | -10.3% | -7.4% | -2.8% | -8.6% |
| 6M | +35.4% | +1.6% | +33.9% | +32.6% |
| YTD | +21.1% | +23.2% | -2.1% | +10.2% |
| 1Y | +38.2% | +21.2% | +17.0% | +26.3% |
| 3Y | -14.6% | +230.8% | -245.4% | -48.1% |
| 5Y | -49.6% | +106.7% | -156.3% | -66.3% |
| 10Y | +393.1% | +1,125.0% | -731.9% | +36.9% |
| All | +393.1% | +1,130.0% | -737.0% | +36.9% |
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