+18.9%
JD vs UPRO
+226.4%
-207.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +1.8% |
| 7D | -4.1% | +7.4% | -11.5% | -6.0% |
| 30D | +4.6% | -7.9% | +12.5% | +6.2% |
| 3M | -4.7% | -12.0% | +7.3% | -2.3% |
| 6M | -17.4% | -2.0% | -15.4% | -18.4% |
| YTD | +0.7% | +20.4% | -19.7% | -6.9% |
| 1Y | -5.9% | +24.5% | -30.4% | -14.0% |
| 3Y | +18.9% | +224.4% | -205.5% | -31.9% |
| All | +18.9% | +226.4% | -207.5% | -31.9% |
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