-71.3%
QID vs UPRO
+226.4%
-297.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +1.5% |
| 7D | -7.1% | +7.4% | -14.6% | -0.5% |
| 30D | +12.6% | -7.9% | +20.5% | +8.3% |
| 3M | +14.2% | -12.0% | +26.3% | +6.8% |
| 6M | +6.2% | -2.0% | +8.1% | +14.0% |
| YTD | -21.8% | +20.4% | -42.2% | +4.8% |
| 1Y | -23.1% | +24.5% | -47.6% | +7.2% |
| 3Y | -71.3% | +224.4% | -295.7% | +27.3% |
| All | -71.3% | +226.4% | -297.7% | +27.3% |
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