-47.7%
QS vs UPRO
+420.1%
-467.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | +0.4% |
| 7D | -5.0% | -6.0% | +1.0% | -1.0% |
| 30D | -18.3% | -5.8% | -12.5% | -15.0% |
| 3M | -26.0% | +10.8% | -36.8% | -30.3% |
| 6M | -24.0% | +31.6% | -55.6% | -35.3% |
| YTD | -50.3% | +25.4% | -75.7% | -56.2% |
| 1Y | -38.0% | +39.2% | -77.2% | -48.3% |
| 3Y | -24.6% | +218.5% | -243.1% | -65.8% |
| 5Y | -75.4% | +137.1% | -212.5% | -87.4% |
| All | -47.7% | +420.1% | -467.7% | -71.9% |
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 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