-46.2%
QXO vs UPRO
+212.7%
-259.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.7% |
| 7D | -8.7% | -6.0% | -2.7% | -6.7% |
| 30D | -21.0% | -5.8% | -15.2% | -19.2% |
| 3M | -18.4% | +10.8% | -29.2% | -20.7% |
| 6M | -43.0% | +31.6% | -74.6% | -47.4% |
| YTD | -36.3% | +25.4% | -61.7% | -40.4% |
| 1Y | -42.8% | +39.2% | -82.0% | -47.4% |
| All | -46.2% | +212.7% | -259.0% | -44.3% |
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 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