+230.9%
QCOM vs UPRO
+1,163.1%
-932.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.0% | -3.3% | +0.4% |
| 7D | +5.8% | -0.9% | +6.7% | +6.2% |
| 30D | -2.3% | -11.4% | +9.1% | +3.6% |
| 3M | +2.7% | -10.9% | +13.6% | +8.6% |
| 6M | -21.0% | -0.5% | -20.5% | -20.3% |
| YTD | +1.8% | +19.9% | -18.1% | -6.1% |
| 1Y | +2.4% | +24.2% | -21.8% | -7.3% |
| 3Y | +52.1% | +236.9% | -184.8% | -14.2% |
| 5Y | +14.6% | +96.6% | -81.9% | -23.9% |
| 10Y | +230.9% | +1,091.6% | -860.7% | -19.6% |
| All | +230.9% | +1,163.1% | -932.3% | -19.6% |
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