+79.5%
GDXJ vs UPRO
+7,935.4%
-7,855.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +17.9% | -0.9% | +18.7% | +18.2% |
| 3M | +15.3% | +1.9% | +13.4% | +15.0% |
| 6M | -9.4% | +33.1% | -42.6% | -15.0% |
| YTD | +13.4% | +31.8% | -18.4% | +6.7% |
| 1Y | +59.7% | +48.3% | +11.4% | +46.1% |
| 3Y | +283.6% | +221.5% | +62.1% | +182.8% |
| 5Y | +217.6% | +136.7% | +80.9% | +136.3% |
| 10Y | +225.7% | +1,179.2% | -953.5% | +38.8% |
| All | +79.5% | +7,935.4% | -7,855.8% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling