-50.1%
DXCM vs UPRO
+81.0%
-131.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.3% |
| 7D | -3.5% | -8.7% | +5.2% | -0.4% |
| 30D | -5.8% | -16.9% | +11.1% | +0.4% |
| 3M | -4.3% | -15.3% | +10.9% | +0.9% |
| 6M | +31.6% | -5.7% | +37.3% | +31.9% |
| YTD | +19.6% | +12.1% | +7.6% | +11.4% |
| 1Y | +36.9% | +16.4% | +20.4% | +25.2% |
| 3Y | -16.3% | +210.5% | -226.8% | -53.3% |
| All | -50.1% | +81.0% | -131.2% | -66.5% |
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 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