+11.2%
QCOM vs UPRO
+81.0%
-69.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.1% |
| 7D | +0.4% | -8.7% | +9.1% | +5.5% |
| 30D | -6.6% | -16.9% | +10.3% | +3.6% |
| 3M | +3.7% | -15.3% | +19.0% | +13.8% |
| 6M | -13.3% | -5.7% | -7.6% | -9.9% |
| YTD | -1.8% | +12.1% | -13.9% | -7.3% |
| 1Y | -2.5% | +16.4% | -18.9% | -10.1% |
| 3Y | +47.0% | +210.5% | -163.6% | -21.8% |
| All | +11.2% | +81.0% | -69.8% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling