+48.4%
QCOM vs UPRO
+226.4%
-178.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.9% |
| 7D | +4.3% | +7.4% | -3.1% | -0.2% |
| 30D | -0.1% | -7.9% | +7.8% | +5.0% |
| 3M | +5.2% | -12.0% | +17.2% | +13.5% |
| 6M | -18.4% | -2.0% | -16.4% | -17.1% |
| YTD | +2.4% | +20.4% | -18.0% | -7.4% |
| 1Y | +0.9% | +24.5% | -23.6% | -10.6% |
| 3Y | +48.4% | +224.4% | -176.0% | -21.5% |
| All | +48.4% | +226.4% | -178.0% | -21.5% |
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