-18.6%
QS vs UPRO
+230.2%
-248.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +3.2% |
| 7D | +2.2% | +1.5% | +0.7% | +1.1% |
| 30D | -8.1% | -3.7% | -4.3% | -5.7% |
| 3M | -27.0% | +8.0% | -35.0% | -30.2% |
| 6M | -16.4% | +38.7% | -55.1% | -31.0% |
| YTD | -46.4% | +29.5% | -75.9% | -53.6% |
| 1Y | -41.1% | +46.1% | -87.2% | -52.0% |
| 3Y | -18.6% | +229.1% | -247.7% | -65.5% |
| All | -18.6% | +230.2% | -248.8% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling