-34.9%
JOBY vs UPRO
+341.1%
-376.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.6% |
| 7D | +2.2% | +1.5% | +0.8% | +1.2% |
| 30D | -20.8% | -3.7% | -17.1% | -18.9% |
| 3M | -29.5% | +8.0% | -37.5% | -32.6% |
| 6M | -28.4% | +38.7% | -67.0% | -40.9% |
| YTD | -48.2% | +29.5% | -77.7% | -55.3% |
| 1Y | -49.1% | +46.1% | -95.2% | -58.9% |
| 3Y | -6.3% | +229.1% | -235.4% | -55.2% |
| 5Y | -27.2% | +136.0% | -163.2% | -60.5% |
| All | -34.9% | +341.1% | -376.0% | -72.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling