+465.0%
JPM vs UPRO
+1,087.5%
-622.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +3.5% | +7.4% | -3.9% | +0.8% |
| 30D | +3.3% | -7.9% | +11.1% | +5.8% |
| 3M | -4.2% | -12.0% | +7.8% | -0.5% |
| 6M | +16.4% | -2.0% | +18.4% | +15.4% |
| YTD | +9.5% | +20.4% | -10.9% | +0.1% |
| 1Y | +14.0% | +24.5% | -10.5% | +2.8% |
| 3Y | +153.1% | +224.4% | -71.3% | +52.2% |
| 5Y | +134.9% | +97.6% | +37.3% | +54.6% |
| All | +465.0% | +1,087.5% | -622.5% | +47.2% |
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