+13,342.5%
UPRO vs DD
+649.3%
+12,693.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.6% |
| 7D | +0.1% | -3.5% | +3.6% | +4.0% |
| 30D | -0.9% | -10.3% | +9.4% | +11.4% |
| 3M | +1.9% | -7.5% | +9.5% | +10.6% |
| 6M | +33.1% | -8.0% | +41.1% | +43.6% |
| YTD | +31.8% | +10.5% | +21.3% | +14.4% |
| 1Y | +48.3% | +38.3% | +10.0% | -1.9% |
| 3Y | +221.5% | +42.5% | +179.0% | +101.1% |
| 5Y | +136.7% | +60.2% | +76.6% | +37.6% |
| 10Y | +1,179.2% | +68.9% | +1,110.3% | +596.4% |
| All | +13,342.5% | +649.3% | +12,693.2% | +1,568.9% |
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 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