+137.1%
UPRO vs DGX
+59.5%
+77.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.7% |
| 7D | -6.0% | -3.5% | -2.6% | -4.0% |
| 30D | -5.8% | -2.7% | -3.1% | -4.2% |
| 3M | +10.8% | +13.9% | -3.1% | +1.3% |
| 6M | +31.6% | +16.0% | +15.6% | +18.0% |
| YTD | +25.4% | +34.9% | -9.6% | -0.5% |
| 1Y | +39.2% | +30.6% | +8.7% | +12.3% |
| 3Y | +218.5% | +93.0% | +125.5% | +73.4% |
| 5Y | +137.1% | +64.4% | +72.6% | +43.9% |
| All | +137.1% | +59.5% | +77.6% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling