+619.7%
UPRO vs DBX
+15.6%
+604.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.7% |
| 7D | +9.7% | -6.3% | +16.0% | +14.0% |
| 30D | -9.8% | -5.9% | -3.9% | -6.5% |
| 3M | -9.1% | -0.4% | -8.7% | -10.7% |
| 6M | +0.9% | +29.8% | -28.9% | -19.7% |
| YTD | +21.9% | +20.5% | +1.4% | -0.4% |
| 1Y | +19.8% | +8.7% | +11.1% | +5.1% |
| 3Y | +227.4% | +25.9% | +201.4% | +143.8% |
| 5Y | +100.1% | +24.2% | +75.9% | +55.4% |
| All | +619.7% | +15.6% | +604.2% | +354.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling