+216.5%
QCOM vs UPRO
+1,093.1%
-876.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.1% |
| 7D | +0.4% | -8.7% | +9.1% | +4.8% |
| 30D | -6.6% | -16.9% | +10.3% | +2.1% |
| 3M | +3.7% | -15.3% | +19.0% | +12.3% |
| 6M | -13.3% | -5.7% | -7.6% | -10.3% |
| YTD | -1.8% | +12.1% | -13.9% | -6.5% |
| 1Y | -2.5% | +16.4% | -18.9% | -9.0% |
| 3Y | +47.0% | +210.5% | -163.6% | -13.9% |
| 5Y | +13.1% | +82.4% | -69.3% | -22.3% |
| All | +216.5% | +1,093.1% | -876.6% | -18.2% |
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