+12,127.5%
UPRO vs DRI
+1,309.9%
+10,817.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.5% | +5.4% | +5.7% |
| 7D | -0.9% | +3.1% | -4.0% | -3.3% |
| 30D | -11.4% | +16.2% | -27.7% | -22.1% |
| 3M | -10.9% | +8.4% | -19.3% | -17.8% |
| 6M | -0.5% | +19.0% | -19.5% | -16.8% |
| YTD | +19.9% | +28.8% | -9.0% | -7.7% |
| 1Y | +24.2% | +33.1% | -8.9% | -7.6% |
| 3Y | +236.9% | +70.8% | +166.2% | +96.5% |
| 5Y | +96.6% | +74.2% | +22.3% | +17.8% |
| 10Y | +1,091.6% | +345.5% | +746.1% | +188.5% |
| All | +12,127.5% | +1,309.9% | +10,817.6% | +835.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling