+34.5%
QXO vs UPRO
+1,258.3%
-1,223.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | -0.4% |
| 7D | -7.8% | -2.5% | -5.2% | -7.3% |
| 30D | -18.1% | -4.2% | -13.9% | -17.2% |
| 3M | -25.8% | +8.1% | -33.8% | -26.8% |
| 6M | -41.7% | +35.2% | -77.0% | -45.1% |
| YTD | -36.2% | +28.4% | -64.6% | -39.2% |
| 1Y | -42.1% | +39.3% | -81.4% | -45.6% |
| 3Y | -46.2% | +219.9% | -266.0% | -57.3% |
| 5Y | -70.7% | +142.8% | -213.5% | -76.7% |
| All | +34.5% | +1,258.3% | -1,223.8% | +2.5% |
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 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