+59.0%
JD vs UPRO
+1,504.4%
-1,445.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +13.4% | -8.7% | +22.0% | +16.4% |
| 30D | +7.7% | -16.9% | +24.6% | +14.1% |
| 3M | -11.3% | -15.3% | +4.0% | -6.9% |
| 6M | -5.1% | -5.7% | +0.6% | -5.2% |
| YTD | +5.0% | +12.1% | -7.0% | -2.1% |
| 1Y | -5.6% | +16.4% | -22.1% | -13.5% |
| 3Y | +17.8% | +210.5% | -192.8% | -29.5% |
| 5Y | -57.2% | +82.4% | -139.6% | -71.0% |
| 10Y | +34.8% | +1,144.5% | -1,109.7% | -64.9% |
| All | +59.0% | +1,504.4% | -1,445.5% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling