+28.9%
JD vs UPRO
+1,163.1%
-1,134.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.0% | -9.5% | -4.9% |
| 7D | +7.9% | -0.9% | +8.8% | +7.4% |
| 30D | +4.8% | -11.4% | +16.2% | +8.3% |
| 3M | -13.9% | -10.9% | -3.0% | -11.5% |
| 6M | -5.8% | -0.5% | -5.3% | -7.7% |
| YTD | +2.4% | +19.9% | -17.5% | -6.7% |
| 1Y | -7.5% | +24.2% | -31.7% | -17.1% |
| 3Y | +20.9% | +236.9% | -216.1% | -29.0% |
| 5Y | -58.0% | +96.6% | -154.6% | -72.1% |
| 10Y | +28.9% | +1,091.6% | -1,062.7% | -69.2% |
| All | +28.9% | +1,163.1% | -1,134.2% | -69.2% |
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