+13,342.5%
UPRO vs DVA
+670.0%
+12,672.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -2.1% |
| 7D | +0.1% | +1.8% | -1.8% | -1.2% |
| 30D | -0.9% | -2.5% | +1.6% | +0.6% |
| 3M | +1.9% | -4.3% | +6.2% | +1.9% |
| 6M | +33.1% | +18.9% | +14.2% | +10.6% |
| YTD | +31.8% | +61.9% | -30.2% | -16.9% |
| 1Y | +48.3% | +35.7% | +12.6% | +6.0% |
| 3Y | +221.5% | +78.6% | +142.8% | +65.9% |
| 5Y | +136.7% | +39.2% | +97.5% | +38.7% |
| 10Y | +1,179.2% | +184.0% | +995.1% | +249.8% |
| All | +13,342.5% | +670.0% | +12,672.5% | +1,177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling