+119.7%
AXP vs UPRO
+208.2%
-88.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.2% | +10.9% | +2.8% |
| 7D | +0.4% | -14.4% | +14.8% | +6.2% |
| 30D | +7.0% | -18.2% | +25.3% | +15.2% |
| 3M | -6.6% | -16.4% | +9.8% | -0.6% |
| 6M | +3.5% | -2.6% | +6.1% | +2.6% |
| YTD | -11.2% | +11.1% | -22.3% | -17.2% |
| 1Y | -10.2% | +11.8% | -21.9% | -16.7% |
| All | +119.7% | +208.2% | -88.5% | +36.4% |
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 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