+1,444.6%
JPM vs UPRO
+13,348.2%
-11,903.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -1.2% |
| 7D | -2.5% | -3.8% | +1.3% | -1.4% |
| 30D | +2.7% | -8.9% | +11.6% | +5.9% |
| 3M | -4.7% | -7.4% | +2.8% | -2.6% |
| 6M | +15.6% | +1.6% | +14.0% | +12.8% |
| YTD | +8.6% | +23.2% | -14.5% | -2.7% |
| 1Y | +10.9% | +21.2% | -10.4% | -0.2% |
| 3Y | +149.9% | +230.8% | -80.9% | +40.2% |
| 5Y | +131.9% | +106.7% | +25.3% | +41.0% |
| 10Y | +481.0% | +1,125.0% | -644.0% | +24.9% |
| All | +1,444.6% | +13,348.2% | -11,903.6% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling