+231.9%
GDXJ vs UPRO
+136.5%
+95.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.6% |
| 7D | +4.3% | +1.5% | +2.8% | +3.9% |
| 30D | +8.4% | -3.7% | +12.1% | +9.7% |
| 3M | +25.5% | +8.0% | +17.5% | +22.9% |
| 6M | -6.3% | +38.7% | -45.0% | -14.0% |
| YTD | +12.1% | +29.5% | -17.5% | +4.7% |
| 1Y | +51.1% | +46.1% | +5.0% | +36.8% |
| 3Y | +296.1% | +229.1% | +67.0% | +178.4% |
| All | +231.9% | +136.5% | +95.4% | +126.6% |
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