+224.4%
UPRO vs DKS
+44.7%
+179.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.4% |
| 7D | +7.4% | +6.3% | +1.1% | +4.6% |
| 30D | -7.9% | +9.3% | -17.2% | -11.5% |
| 3M | -12.0% | -25.3% | +13.3% | -3.1% |
| 6M | -2.0% | -29.2% | +27.2% | +9.5% |
| YTD | +20.4% | -22.7% | +43.1% | +27.2% |
| 1Y | +24.5% | -30.1% | +54.6% | +38.7% |
| 3Y | +224.4% | +45.6% | +178.7% | +184.9% |
| All | +224.4% | +44.7% | +179.7% | +184.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling