+219.9%
UPRO vs DGX
+96.4%
+123.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.8% | +2.0% |
| 7D | -2.5% | -0.9% | -1.6% | -2.3% |
| 30D | -4.2% | -1.2% | -3.1% | -4.0% |
| 3M | +8.1% | +15.8% | -7.7% | +4.0% |
| 6M | +35.2% | +18.2% | +17.1% | +29.1% |
| YTD | +28.4% | +37.2% | -8.8% | +15.6% |
| 1Y | +39.3% | +30.4% | +8.9% | +27.4% |
| 3Y | +219.9% | +96.7% | +123.2% | +163.0% |
| All | +219.9% | +96.4% | +123.5% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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