+44.3%
AXON vs UPRO
+210.8%
-166.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.8% | -19.0% | -18.5% |
| 7D | -26.8% | -8.7% | -18.1% | -24.0% |
| 30D | -22.9% | -16.9% | -6.0% | -16.9% |
| 3M | -40.1% | -15.3% | -24.8% | -35.9% |
| 6M | -18.9% | -5.7% | -13.2% | -17.1% |
| YTD | -44.9% | +12.1% | -57.0% | -47.7% |
| 1Y | -46.7% | +16.4% | -63.1% | -50.2% |
| 3Y | +44.3% | +210.5% | -166.2% | -10.7% |
| All | +44.3% | +210.8% | -166.5% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling