+1,520.2%
QLD vs UPRO
+1,130.0%
+390.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.9% | +0.7% | +1.6% |
| 7D | -1.2% | -3.8% | +2.6% | +2.0% |
| 30D | -15.7% | -8.9% | -6.9% | -9.0% |
| 3M | -10.0% | -7.4% | -2.6% | -4.0% |
| 6M | -11.2% | +1.6% | -12.8% | -11.2% |
| YTD | +16.4% | +23.2% | -6.8% | +0.1% |
| 1Y | +12.7% | +21.2% | -8.6% | -1.9% |
| 3Y | +152.3% | +230.8% | -78.5% | +0.4% |
| 5Y | +91.8% | +106.7% | -14.9% | +6.5% |
| 10Y | +1,520.2% | +1,125.0% | +395.2% | +94.8% |
| All | +1,520.2% | +1,130.0% | +390.2% | +94.8% |
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 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