+1,232.5%
UPRO vs DD
+64.9%
+1,167.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | +1.4% |
| 7D | -1.3% | -3.8% | +2.5% | +2.9% |
| 30D | -5.0% | -9.2% | +4.2% | +5.4% |
| 3M | +7.5% | -9.0% | +16.5% | +18.6% |
| 6M | +33.2% | -5.0% | +38.2% | +38.4% |
| YTD | +27.7% | +7.4% | +20.3% | +14.0% |
| 1Y | +43.0% | +35.1% | +7.9% | -3.8% |
| 3Y | +224.4% | +43.2% | +181.2% | +98.3% |
| 5Y | +135.9% | +59.6% | +76.2% | +33.7% |
| 10Y | +1,232.5% | +66.5% | +1,166.0% | +553.0% |
| All | +1,232.5% | +64.9% | +1,167.6% | +553.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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