+428.4%
AXP vs UPRO
+1,064.0%
-635.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | +0.2% |
| 7D | -0.6% | -2.9% | +2.3% | 0.0% |
| 30D | +5.0% | -12.4% | +17.4% | +10.2% |
| 3M | -4.2% | -11.9% | +7.6% | 0.0% |
| 6M | +2.9% | -1.7% | +4.6% | +1.7% |
| YTD | -11.6% | +18.5% | -30.1% | -20.0% |
| 1Y | -11.1% | +17.5% | -28.6% | -19.4% |
| 3Y | +116.7% | +218.4% | -101.6% | +21.4% |
| 5Y | +89.6% | +99.1% | -9.5% | +18.5% |
| 10Y | +428.4% | +1,071.1% | -642.7% | +26.0% |
| All | +428.4% | +1,064.0% | -635.6% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling