+218.1%
UPRO vs DUOL
-12.4%
+230.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.2% |
| 7D | -1.3% | -11.8% | +10.5% | +1.8% |
| 30D | -5.0% | +1.5% | -6.5% | -5.8% |
| 3M | +7.5% | +18.1% | -10.6% | +1.0% |
| 6M | +33.2% | +38.7% | -5.4% | +18.2% |
| YTD | +27.7% | -20.7% | +48.4% | +32.3% |
| 1Y | +43.0% | -49.1% | +92.1% | +65.6% |
| All | +218.1% | -12.4% | +230.5% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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