+17.6%
JD vs UPRO
+1,152.9%
-1,135.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.5% |
| 7D | -0.8% | +1.5% | -2.2% | -1.3% |
| 30D | -16.0% | -3.7% | -12.3% | -15.0% |
| 3M | -3.2% | +8.0% | -11.2% | -6.5% |
| 6M | +6.1% | +38.7% | -32.6% | -6.9% |
| YTD | -0.1% | +29.5% | -29.7% | -10.4% |
| 1Y | -12.7% | +46.1% | -58.8% | -25.3% |
| 3Y | -6.3% | +229.1% | -235.4% | -43.8% |
| 5Y | -61.3% | +136.0% | -197.3% | -75.7% |
| 10Y | +17.6% | +1,155.3% | -1,137.6% | -66.8% |
| All | +17.6% | +1,152.9% | -1,135.3% | -66.8% |
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 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