+48.3%
UPRO vs DKS
-32.3%
+80.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.1% | +3.0% | -2.9% | -0.5% |
| 30D | -0.9% | -30.5% | +29.6% | +7.1% |
| 3M | +1.9% | -35.7% | +37.6% | +12.6% |
| 6M | +33.1% | -29.7% | +62.8% | +39.8% |
| YTD | +31.8% | -28.9% | +60.6% | +37.8% |
| 1Y | +48.3% | -35.9% | +84.2% | +62.0% |
| All | +48.3% | -32.3% | +80.6% | +62.0% |
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