+11,991.0%
UPRO vs DD
+793.3%
+11,197.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -2.3% |
| 7D | -2.9% | +2.2% | -5.1% | -4.9% |
| 30D | -12.4% | +20.7% | -33.1% | -29.2% |
| 3M | -11.9% | +11.3% | -23.2% | -22.5% |
| 6M | -1.7% | +6.0% | -7.6% | -9.3% |
| YTD | +18.5% | +31.7% | -13.2% | -15.9% |
| 1Y | +17.5% | +32.2% | -14.7% | -17.1% |
| 3Y | +218.4% | +92.7% | +125.7% | +42.0% |
| 5Y | +99.1% | +72.1% | +27.0% | +7.3% |
| 10Y | +1,071.1% | +99.7% | +971.4% | +425.1% |
| All | +11,991.0% | +793.3% | +11,197.6% | +1,126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling