+1,155.8%
UPRO vs DKS
+199.2%
+956.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.7% |
| 7D | -6.0% | -4.7% | -1.3% | -3.7% |
| 30D | -5.8% | -35.1% | +29.3% | +13.0% |
| 3M | +10.8% | -37.7% | +48.5% | +34.8% |
| 6M | +31.6% | -30.7% | +62.3% | +49.9% |
| YTD | +25.4% | -31.9% | +57.3% | +43.8% |
| 1Y | +39.2% | -40.0% | +79.2% | +69.8% |
| 3Y | +218.5% | +28.4% | +190.1% | +146.8% |
| 5Y | +137.1% | +12.4% | +124.6% | +85.8% |
| All | +1,155.8% | +199.2% | +956.6% | +357.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling