+152.8%
JPM vs UPRO
+136.1%
+16.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | -0.4% | +1.5% | -1.9% | -0.8% |
| 30D | -1.1% | -3.7% | +2.6% | -0.1% |
| 3M | +14.1% | +8.0% | +6.2% | +11.0% |
| 6M | +23.3% | +38.7% | -15.4% | +10.3% |
| YTD | +11.3% | +29.5% | -18.3% | +1.5% |
| 1Y | +23.0% | +46.1% | -23.1% | +7.8% |
| 3Y | +162.6% | +229.1% | -66.5% | +73.5% |
| 5Y | +152.8% | +136.0% | +16.8% | +69.2% |
| All | +152.8% | +136.1% | +16.6% | +69.2% |
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 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