+245.8%
QCOM vs UPRO
+1,130.0%
-884.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.2% | -0.1% |
| 7D | +2.0% | -3.8% | +5.7% | +3.7% |
| 30D | +1.2% | -8.9% | +10.1% | +5.9% |
| 3M | +9.1% | -7.4% | +16.6% | +13.3% |
| 6M | -25.0% | +1.6% | -26.5% | -25.1% |
| YTD | +4.8% | +23.2% | -18.3% | -4.6% |
| 1Y | +3.6% | +21.2% | -17.6% | -5.2% |
| 3Y | +51.5% | +230.8% | -179.3% | -14.0% |
| 5Y | +19.7% | +106.7% | -87.0% | -22.3% |
| 10Y | +245.8% | +1,125.0% | -879.2% | -18.0% |
| All | +245.8% | +1,130.0% | -884.2% | -18.0% |
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