+1,179.2%
UPRO vs DKS
+199.7%
+979.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.8% |
| 7D | -1.3% | -2.9% | +1.6% | +0.2% |
| 30D | -5.0% | -37.7% | +32.7% | +16.5% |
| 3M | +7.5% | -38.9% | +46.4% | +32.3% |
| 6M | +33.2% | -31.1% | +64.3% | +52.2% |
| YTD | +27.7% | -31.8% | +59.5% | +46.3% |
| 1Y | +43.0% | -38.0% | +81.1% | +71.3% |
| 3Y | +224.4% | +28.6% | +195.8% | +151.2% |
| 5Y | +135.9% | +12.5% | +123.3% | +84.7% |
| All | +1,179.2% | +199.7% | +979.5% | +365.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling