+131.0%
JPM vs UPRO
+96.6%
+34.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +1.2% | -2.9% | +4.1% | +1.9% |
| 30D | +2.7% | -12.4% | +15.2% | +6.4% |
| 3M | -4.5% | -11.9% | +7.4% | -1.4% |
| 6M | +14.3% | -1.7% | +16.0% | +13.4% |
| YTD | +8.2% | +18.5% | -10.3% | +0.9% |
| 1Y | +10.0% | +17.5% | -7.5% | +2.7% |
| 3Y | +149.0% | +218.4% | -69.4% | +66.3% |
| 5Y | +131.0% | +99.1% | +31.9% | +61.4% |
| All | +131.0% | +96.6% | +34.4% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling