+94.2%
JEPI vs UPRO
+669.8%
-575.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.2% |
| 7D | -1.0% | -2.5% | +1.5% | -0.5% |
| 30D | -1.4% | -4.2% | +2.8% | -0.7% |
| 3M | +3.5% | +8.1% | -4.5% | +1.8% |
| 6M | +1.9% | +35.2% | -33.3% | -4.4% |
| YTD | +4.4% | +28.4% | -24.0% | -1.3% |
| 1Y | +7.2% | +39.3% | -32.1% | -0.5% |
| 3Y | +29.8% | +219.9% | -190.1% | -0.1% |
| 5Y | +41.7% | +142.8% | -101.1% | +8.4% |
| All | +94.2% | +669.8% | -575.6% | +24.0% |
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 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