-48.1%
DXCM vs UPRO
+95.9%
-144.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.8% |
| 7D | +4.9% | +7.4% | -2.5% | +2.1% |
| 30D | -0.2% | -7.9% | +7.7% | +2.3% |
| 3M | -8.9% | -12.0% | +3.1% | -5.3% |
| 6M | +42.3% | -2.0% | +44.2% | +40.6% |
| YTD | +25.6% | +20.4% | +5.2% | +13.7% |
| 1Y | +39.5% | +24.5% | +15.0% | +24.5% |
| 3Y | -15.3% | +224.4% | -239.6% | -53.4% |
| All | -48.1% | +95.9% | -144.0% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling