+1,176.2%
JBL vs UPRO
+1,102.3%
+74.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.9% |
| 7D | +10.0% | +9.7% | +0.3% | +5.5% |
| 30D | -18.2% | -9.8% | -8.5% | -14.4% |
| 3M | -29.0% | -9.1% | -19.9% | -25.9% |
| 6M | -25.9% | +0.9% | -26.8% | -26.2% |
| YTD | +14.1% | +21.9% | -7.8% | +4.3% |
| 1Y | +21.7% | +19.8% | +1.9% | +12.1% |
| 3Y | +103.8% | +227.4% | -123.5% | +16.2% |
| 5Y | +310.0% | +100.1% | +209.9% | +164.7% |
| All | +1,176.2% | +1,102.3% | +74.0% | +224.6% |
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 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