+210.5%
UPRO vs DRI
+66.4%
+144.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.3% |
| 7D | -8.7% | +2.8% | -11.5% | -9.9% |
| 30D | -16.9% | +13.3% | -30.2% | -22.0% |
| 3M | -15.3% | +8.2% | -23.4% | -19.1% |
| 6M | -5.7% | +17.5% | -23.3% | -15.1% |
| YTD | +12.1% | +26.9% | -14.8% | -5.1% |
| 1Y | +16.4% | +31.6% | -15.1% | -4.2% |
| 3Y | +210.5% | +67.0% | +143.6% | +119.0% |
| All | +210.5% | +66.4% | +144.1% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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