+211.8%
GDXJ vs UPRO
+1,226.0%
-1,014.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.6% |
| 7D | -6.2% | -6.0% | -0.2% | -4.9% |
| 30D | +4.6% | -5.8% | +10.4% | +6.1% |
| 3M | +31.3% | +10.8% | +20.5% | +28.5% |
| 6M | -10.7% | +31.6% | -42.3% | -15.4% |
| YTD | +9.1% | +25.4% | -16.3% | +4.3% |
| 1Y | +44.1% | +39.2% | +4.9% | +34.9% |
| 3Y | +285.4% | +218.5% | +66.9% | +195.5% |
| 5Y | +228.4% | +137.1% | +91.3% | +152.0% |
| All | +211.8% | +1,226.0% | -1,014.2% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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