-18.6%
QS vs UPRO
+228.3%
-247.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -1.9% |
| 7D | +8.0% | -2.9% | +10.9% | +9.9% |
| 30D | -2.8% | -12.4% | +9.6% | +5.8% |
| 3M | -28.1% | -11.9% | -16.3% | -22.1% |
| 6M | -41.0% | -1.7% | -39.3% | -39.5% |
| YTD | -57.3% | +18.5% | -75.8% | -60.7% |
| 1Y | -72.7% | +17.5% | -90.2% | -74.7% |
| 3Y | -18.6% | +218.4% | -237.0% | -60.8% |
| All | -18.6% | +228.3% | -247.0% | -60.8% |
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