+136.0%
UPRO vs DD
+61.7%
+74.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | +1.5% | -0.6% | +2.1% | +2.0% |
| 30D | -3.7% | -7.4% | +3.7% | +4.2% |
| 3M | +8.0% | -6.4% | +14.4% | +15.3% |
| 6M | +38.7% | -2.5% | +41.1% | +40.0% |
| YTD | +29.5% | +10.2% | +19.3% | +12.4% |
| 1Y | +46.1% | +36.9% | +9.1% | -3.0% |
| 3Y | +229.1% | +47.0% | +182.1% | +93.4% |
| 5Y | +136.0% | +63.1% | +72.9% | +29.2% |
| All | +136.0% | +61.7% | +74.3% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling