+152.4%
DKNG vs UPRO
+429.3%
-276.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.2% |
| 7D | +3.0% | -2.5% | +5.6% | +4.3% |
| 30D | -3.0% | -4.2% | +1.2% | -1.1% |
| 3M | -17.6% | +8.1% | -25.6% | -21.2% |
| 6M | -3.2% | +35.2% | -38.5% | -17.9% |
| YTD | -28.2% | +28.4% | -56.6% | -37.8% |
| 1Y | -46.1% | +39.3% | -85.3% | -55.3% |
| 3Y | -22.2% | +219.9% | -242.1% | -58.5% |
| 5Y | -60.4% | +142.8% | -203.2% | -77.0% |
| All | +152.4% | +429.3% | -276.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 10y: compounded portfolio wealth divided by compounded UPRO 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…
10y analysis · Full analysis span regression · 6 months rolling