+123.6%
GDXJ vs UPRO
+95.9%
+27.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -8.1% | +7.4% | -15.5% | -10.1% |
| 30D | -5.5% | -7.9% | +2.4% | -3.3% |
| 3M | -14.6% | -12.0% | -2.5% | -11.3% |
| 6M | -23.2% | -2.0% | -21.2% | -22.6% |
| YTD | -13.0% | +20.4% | -33.4% | -17.1% |
| 1Y | +2.8% | +24.5% | -21.8% | -2.9% |
| 3Y | +221.5% | +224.4% | -2.9% | +126.4% |
| All | +123.6% | +95.9% | +27.7% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling