-44.6%
QS vs UPRO
+446.6%
-491.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -0.7% | -0.9% | +0.2% | -0.1% |
| 3M | -39.6% | +1.9% | -41.6% | -39.7% |
| 6M | -21.7% | +33.1% | -54.8% | -33.9% |
| YTD | -47.4% | +31.8% | -79.2% | -55.1% |
| 1Y | -28.4% | +48.3% | -76.6% | -42.7% |
| 3Y | -22.6% | +221.5% | -244.1% | -65.1% |
| 5Y | -75.6% | +136.7% | -212.3% | -87.8% |
| All | -44.6% | +446.6% | -491.3% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling