+1,525.1%
JBL vs UPRO
+1,258.3%
+266.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.6% | +3.9% |
| 7D | +2.4% | -2.5% | +5.0% | +3.6% |
| 30D | -13.1% | -4.2% | -8.9% | -11.4% |
| 3M | -15.6% | +8.1% | -23.6% | -18.5% |
| 6M | +24.6% | +35.2% | -10.7% | +8.9% |
| YTD | +39.6% | +28.4% | +11.2% | +24.8% |
| 1Y | +48.6% | +39.3% | +9.4% | +28.1% |
| 3Y | +197.3% | +219.9% | -22.6% | +70.6% |
| 5Y | +413.0% | +142.8% | +270.2% | +203.4% |
| All | +1,525.1% | +1,258.3% | +266.7% | +295.6% |
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