-100.0%
QID vs UPRO
+14,289.1%
-14,389.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -1.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.5% |
| 30D | 0.0% | -0.9% | +0.9% | -0.3% |
| 3M | +3.7% | +1.9% | +1.8% | +9.6% |
| 6M | -29.9% | +33.1% | -63.0% | -6.6% |
| YTD | -28.8% | +31.8% | -60.6% | -4.5% |
| 1Y | -37.2% | +48.3% | -85.5% | -5.4% |
| 3Y | -73.7% | +221.5% | -295.2% | -3.3% |
| 5Y | -80.7% | +136.7% | -217.5% | -6.5% |
| 10Y | -99.1% | +1,179.2% | -1,278.3% | -63.3% |
| All | -100.0% | +14,289.1% | -14,389.0% | -83.5% |
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