-74.4%
QID vs UPRO
+230.2%
-304.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | -1.2% |
| 7D | -2.7% | +1.5% | -4.2% | -1.4% |
| 30D | +1.8% | -3.7% | +5.5% | -1.1% |
| 3M | -2.2% | +8.0% | -10.1% | +8.5% |
| 6M | -32.1% | +38.7% | -70.8% | -3.1% |
| YTD | -28.6% | +29.5% | -58.1% | -2.1% |
| 1Y | -36.3% | +46.1% | -82.4% | -0.4% |
| 3Y | -74.4% | +229.1% | -303.5% | +10.8% |
| All | -74.4% | +230.2% | -304.6% | +10.8% |
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