+192.7%
JBL vs UPRO
+230.2%
-37.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.5% |
| 7D | +4.4% | +1.5% | +2.9% | +3.6% |
| 30D | -8.4% | -3.7% | -4.7% | -6.6% |
| 3M | -14.2% | +8.0% | -22.1% | -17.7% |
| 6M | +29.6% | +38.7% | -9.0% | +9.2% |
| YTD | +37.1% | +29.5% | +7.5% | +19.3% |
| 1Y | +49.5% | +46.1% | +3.4% | +22.7% |
| 3Y | +192.7% | +229.1% | -36.4% | +61.0% |
| All | +192.7% | +230.2% | -37.5% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling