+457.6%
QCOM vs UPRO
+14,289.1%
-13,831.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +3.3% | +0.1% | +3.3% | +3.3% |
| 30D | +7.7% | -0.9% | +8.6% | +8.1% |
| 3M | -30.1% | +1.9% | -32.0% | -30.4% |
| 6M | +22.8% | +33.1% | -10.3% | +9.2% |
| YTD | +0.2% | +31.8% | -31.6% | -10.7% |
| 1Y | +7.9% | +48.3% | -40.4% | -8.4% |
| 3Y | +55.8% | +221.5% | -165.6% | -5.9% |
| 5Y | +30.1% | +136.7% | -106.7% | -16.2% |
| 10Y | +248.9% | +1,179.2% | -930.3% | +5.0% |
| All | +457.6% | +14,289.1% | -13,831.5% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling