+1,186.4%
UPRO vs DTE
+137.8%
+1,048.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +4.0% |
| 7D | -2.5% | -2.6% | 0.0% | +0.4% |
| 30D | -4.2% | -4.4% | +0.2% | +0.7% |
| 3M | +8.1% | -8.3% | +16.4% | +18.1% |
| 6M | +35.2% | -8.1% | +43.3% | +45.4% |
| YTD | +28.4% | +4.4% | +24.0% | +17.1% |
| 1Y | +39.3% | +0.2% | +39.1% | +32.9% |
| 3Y | +219.9% | +42.6% | +177.3% | +85.1% |
| 5Y | +142.8% | +31.5% | +111.4% | +59.6% |
| All | +1,186.4% | +137.8% | +1,048.6% | +451.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling