+117.0%
AXP vs UPRO
+137.3%
-20.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -6.5% | -0.9% | -5.7% | -6.3% |
| 3M | +4.6% | +1.9% | +2.7% | +3.1% |
| 6M | +5.4% | +33.1% | -27.7% | -7.3% |
| YTD | -11.1% | +31.8% | -42.9% | -21.6% |
| 1Y | -0.3% | +48.3% | -48.6% | -16.7% |
| 3Y | +111.6% | +221.5% | -109.9% | +24.4% |
| All | +117.0% | +137.3% | -20.3% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling