+235.9%
UPRO vs DD
+46.1%
+189.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | +0.1% | -3.5% | +3.6% | +3.1% |
| 30D | -0.9% | -10.3% | +9.4% | +8.5% |
| 3M | +1.9% | -7.5% | +9.5% | +8.7% |
| 6M | +33.1% | -8.0% | +41.1% | +41.7% |
| YTD | +31.8% | +10.5% | +21.3% | +18.2% |
| 1Y | +48.3% | +38.3% | +10.0% | +6.6% |
| All | +235.9% | +46.1% | +189.8% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling