+224.4%
UPRO vs DVA
+105.9%
+118.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +7.4% | -8.8% | +16.2% | +9.2% |
| 30D | -7.9% | -3.4% | -4.5% | -7.5% |
| 3M | -12.0% | -2.6% | -9.4% | -12.0% |
| 6M | -2.0% | -11.9% | +9.9% | -1.1% |
| YTD | +20.4% | +53.6% | -33.3% | +2.2% |
| 1Y | +24.5% | +41.9% | -17.4% | +9.2% |
| 3Y | +224.4% | +97.5% | +126.9% | +129.3% |
| All | +224.4% | +105.9% | +118.4% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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