+82.1%
QLD vs UPRO
+95.9%
-13.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -1.4% |
| 7D | +7.0% | +7.4% | -0.4% | +0.6% |
| 30D | -14.3% | -7.9% | -6.4% | -7.7% |
| 3M | -16.0% | -12.0% | -4.0% | -5.9% |
| 6M | -14.2% | -2.0% | -12.3% | -11.8% |
| YTD | +12.8% | +20.4% | -7.6% | -3.0% |
| 1Y | +14.1% | +24.5% | -10.4% | -4.7% |
| 3Y | +146.0% | +224.4% | -78.4% | -12.2% |
| All | +82.1% | +95.9% | -13.8% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling