+658.4%
UPRO vs DBX
+22.6%
+635.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +1.0% | +1.4% |
| 7D | -2.5% | +2.1% | -4.6% | -4.0% |
| 30D | -4.2% | +5.7% | -10.0% | -8.3% |
| 3M | +8.1% | +31.8% | -23.7% | -12.6% |
| 6M | +35.2% | +37.5% | -2.2% | +2.7% |
| YTD | +28.4% | +27.9% | +0.5% | +2.4% |
| 1Y | +39.3% | +15.0% | +24.2% | +18.6% |
| 3Y | +219.9% | +27.2% | +192.7% | +142.0% |
| 5Y | +142.8% | +12.8% | +130.0% | +102.2% |
| All | +658.4% | +22.6% | +635.7% | +367.0% |
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