+62.6%
QLD vs UPRO
+80.0%
-17.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -13.2% | +0.4% | -1.3% |
| 7D | -18.6% | -14.4% | -4.2% | -6.8% |
| 30D | -28.3% | -18.2% | -10.0% | -14.4% |
| 3M | -20.4% | -16.4% | -4.0% | -6.8% |
| 6M | -14.3% | -2.6% | -11.6% | -11.3% |
| YTD | +2.8% | +11.1% | -8.4% | -5.4% |
| 1Y | -1.2% | +11.8% | -13.0% | -9.5% |
| 3Y | +135.3% | +209.9% | -74.6% | -12.7% |
| 5Y | +62.6% | +80.9% | -18.3% | -6.4% |
| All | +62.6% | +80.0% | -17.4% | -6.4% |
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