+1,558.0%
QBTS vs UPRO
+240.0%
+1,318.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.2% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -22.5% | -0.9% | -21.6% | -21.5% |
| 3M | -40.0% | +1.9% | -41.9% | -40.1% |
| 6M | -12.3% | +33.1% | -45.4% | -30.6% |
| YTD | -36.6% | +31.8% | -68.4% | -49.0% |
| 1Y | +8.4% | +48.3% | -39.8% | -20.0% |
| All | +1,558.0% | +240.0% | +1,318.0% | +306.0% |
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 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