+398.4%
UPRO vs JAAA
+30.2%
+368.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.8% |
| 7D | -3.8% | +0.1% | -3.9% | -4.2% |
| 30D | -8.9% | +0.4% | -9.3% | -10.6% |
| 3M | -7.4% | +1.2% | -8.6% | -12.4% |
| 6M | +1.6% | +2.3% | -0.8% | -8.9% |
| YTD | +23.2% | +4.0% | +19.2% | +3.3% |
| 1Y | +21.2% | +4.8% | +16.5% | -1.8% |
| 3Y | +230.8% | +18.5% | +212.3% | +107.7% |
| 5Y | +106.7% | +27.5% | +79.2% | +13.1% |
| All | +398.4% | +30.2% | +368.1% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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