+81.2%
QBTS vs UPRO
+136.1%
-54.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.7% | +8.3% | +7.5% |
| 7D | +6.8% | +1.5% | +5.4% | +5.9% |
| 30D | -14.9% | -3.7% | -11.2% | -13.0% |
| 3M | -31.6% | +8.0% | -39.6% | -33.7% |
| 6M | -4.9% | +38.7% | -43.6% | -17.3% |
| YTD | -32.4% | +29.5% | -62.0% | -38.9% |
| 1Y | +14.6% | +46.1% | -31.5% | -0.7% |
| 3Y | +1,839.6% | +229.1% | +1,610.5% | +1,207.0% |
| 5Y | +81.2% | +136.0% | -54.8% | +23.1% |
| All | +81.2% | +136.1% | -54.9% | +23.1% |
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