+135.9%
UPRO vs DUOL
-11.2%
+147.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | 0.0% |
| 7D | -1.3% | -11.8% | +10.5% | +2.3% |
| 30D | -5.0% | +1.5% | -6.5% | -6.0% |
| 3M | +7.5% | +18.1% | -10.6% | +0.1% |
| 6M | +33.2% | +38.7% | -5.4% | +16.5% |
| YTD | +27.7% | -20.7% | +48.4% | +31.7% |
| 1Y | +43.0% | -49.1% | +92.1% | +65.7% |
| 3Y | +224.4% | -11.0% | +235.5% | +190.2% |
| 5Y | +135.9% | -18.0% | +153.8% | +70.3% |
| All | +135.9% | -11.2% | +147.0% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling