+29.8%
UPRO vs DKS
-29.5%
+59.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.7% | -2.8% | +3.6% |
| 7D | -2.6% | +8.4% | -11.0% | -4.0% |
| 30D | -4.3% | +7.7% | -12.0% | -5.7% |
| 3M | -4.3% | -25.8% | +21.5% | +1.2% |
| 6M | +14.7% | -31.0% | +45.8% | +22.6% |
| YTD | +28.0% | -23.8% | +51.8% | +30.7% |
| 1Y | +29.8% | -29.8% | +59.6% | +35.6% |
| All | +29.8% | -29.5% | +59.3% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling