-99.2%
QID vs UPRO
+1,162.5%
-1,261.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | -0.6% |
| 7D | -1.9% | -1.3% | -0.6% | -2.9% |
| 30D | +1.7% | -5.0% | +6.7% | -1.9% |
| 3M | -3.9% | +7.5% | -11.4% | +5.3% |
| 6M | -30.0% | +33.2% | -63.2% | -5.8% |
| YTD | -28.2% | +27.7% | -55.9% | -5.0% |
| 1Y | -35.6% | +43.0% | -78.7% | -4.2% |
| 3Y | -74.3% | +224.4% | -298.7% | -0.1% |
| 5Y | -80.8% | +135.9% | -216.7% | -2.2% |
| 10Y | -99.2% | +1,232.5% | -1,331.7% | -59.0% |
| All | -99.2% | +1,162.5% | -1,261.7% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling