-62.8%
QS vs UPRO
+399.3%
-462.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -3.9% | -4.3% |
| 7D | -14.0% | +7.4% | -21.4% | -18.1% |
| 30D | -6.4% | -7.9% | +1.5% | -1.6% |
| 3M | -40.3% | -12.0% | -28.3% | -35.2% |
| 6M | -57.5% | -2.0% | -55.5% | -56.5% |
| YTD | -64.7% | +20.4% | -85.1% | -68.2% |
| 1Y | -72.9% | +24.5% | -97.4% | -76.1% |
| 3Y | -33.5% | +224.4% | -257.8% | -70.4% |
| 5Y | -90.5% | +97.6% | -188.1% | -94.9% |
| All | -62.8% | +399.3% | -462.2% | -79.6% |
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