+67.2%
QLD vs UPRO
+81.0%
-13.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.8% |
| 7D | -10.3% | -8.7% | -1.6% | -2.9% |
| 30D | -26.1% | -16.9% | -9.2% | -13.0% |
| 3M | -17.8% | -15.3% | -2.5% | -4.8% |
| 6M | -15.6% | -5.7% | -9.8% | -10.2% |
| YTD | +5.4% | +12.1% | -6.7% | -3.7% |
| 1Y | +5.2% | +16.4% | -11.2% | -6.9% |
| 3Y | +139.4% | +210.5% | -71.1% | -11.3% |
| All | +67.2% | +81.0% | -13.9% | -3.9% |
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