+48.9%
QCOM vs UPRO
+228.3%
-179.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.9% |
| 7D | +5.5% | -2.9% | +8.4% | +7.3% |
| 30D | -1.1% | -12.4% | +11.3% | +7.1% |
| 3M | +7.6% | -11.9% | +19.4% | +16.0% |
| 6M | -20.1% | -1.7% | -18.4% | -18.8% |
| YTD | +3.0% | +18.5% | -15.5% | -5.9% |
| 1Y | +3.2% | +17.5% | -14.2% | -5.5% |
| 3Y | +48.9% | +218.4% | -169.5% | -20.6% |
| All | +48.9% | +228.3% | -179.5% | -20.6% |
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 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