+585.7%
JPM vs UPRO
+1,226.0%
-640.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -2.3% | -6.0% | +3.7% | -0.2% |
| 30D | -2.3% | -5.8% | +3.4% | -0.4% |
| 3M | +14.9% | +10.8% | +4.1% | +10.0% |
| 6M | +23.6% | +31.6% | -7.9% | +10.4% |
| YTD | +11.3% | +25.4% | -14.1% | +0.9% |
| 1Y | +19.9% | +39.2% | -19.4% | +4.2% |
| 3Y | +162.6% | +218.5% | -55.9% | +59.3% |
| 5Y | +154.6% | +137.1% | +17.6% | +56.5% |
| All | +585.7% | +1,226.0% | -640.3% | +69.9% |
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 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