+30.9%
QCOM vs UPRO
+137.3%
-106.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | +3.3% | +0.1% | +3.3% | +3.2% |
| 30D | +7.7% | -0.9% | +8.6% | +8.1% |
| 3M | -30.1% | +1.9% | -32.0% | -30.6% |
| 6M | +22.8% | +33.1% | -10.3% | +5.5% |
| YTD | +0.2% | +31.8% | -31.6% | -13.7% |
| 1Y | +7.9% | +48.3% | -40.4% | -12.8% |
| 3Y | +55.8% | +221.5% | -165.6% | -19.4% |
| All | +30.9% | +137.3% | -106.4% | -24.9% |
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