+229.1%
UPRO vs DKS
+28.7%
+200.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | +0.5% |
| 7D | +1.5% | -0.4% | +1.9% | +1.6% |
| 30D | -3.7% | -36.6% | +32.9% | +15.0% |
| 3M | +8.0% | -37.6% | +45.6% | +29.0% |
| 6M | +38.7% | -32.1% | +70.7% | +56.4% |
| YTD | +29.5% | -32.3% | +61.9% | +45.9% |
| 1Y | +46.1% | -39.5% | +85.6% | +73.9% |
| 3Y | +229.1% | +27.7% | +201.4% | +146.7% |
| All | +229.1% | +28.7% | +200.4% | +146.7% |
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 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