+12,179.8%
UPRO vs DTE
+891.6%
+11,288.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.7% |
| 7D | +7.4% | +3.4% | +4.0% | +2.9% |
| 30D | -7.9% | +8.9% | -16.8% | -17.6% |
| 3M | -12.0% | +1.1% | -13.1% | -13.6% |
| 6M | -2.0% | +0.1% | -2.0% | -4.4% |
| YTD | +20.4% | +11.1% | +9.3% | -0.1% |
| 1Y | +24.5% | +4.9% | +19.6% | +11.3% |
| 3Y | +224.4% | +58.6% | +165.8% | +53.8% |
| 5Y | +97.6% | +47.3% | +50.3% | +4.6% |
| 10Y | +1,097.3% | +151.3% | +946.0% | +199.3% |
| All | +12,179.8% | +891.6% | +11,288.2% | +152.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling