+610.8%
UPRO vs DBX
+15.6%
+595.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +7.4% | -3.3% | +10.7% | +9.4% |
| 30D | -7.9% | -5.9% | -2.0% | -4.6% |
| 3M | -12.0% | -6.7% | -5.3% | -9.4% |
| 6M | -2.0% | +28.0% | -29.9% | -21.2% |
| YTD | +20.4% | +20.6% | -0.2% | -1.6% |
| 1Y | +24.5% | +10.3% | +14.2% | +8.0% |
| 3Y | +224.4% | +24.0% | +200.3% | +144.5% |
| 5Y | +97.6% | +24.2% | +73.4% | +53.5% |
| All | +610.8% | +15.6% | +595.2% | +348.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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