+1,186.4%
UPRO vs QSR
+135.2%
+1,051.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +1.8% |
| 7D | -2.5% | -4.0% | +1.5% | +1.4% |
| 30D | -4.2% | +2.8% | -7.0% | -7.1% |
| 3M | +8.1% | +5.1% | +3.0% | +1.3% |
| 6M | +35.2% | +8.8% | +26.4% | +20.7% |
| YTD | +28.4% | +14.8% | +13.6% | +7.1% |
| 1Y | +39.3% | +25.7% | +13.5% | +4.5% |
| 3Y | +219.9% | +27.5% | +192.4% | +128.5% |
| 5Y | +142.8% | +41.3% | +101.6% | +61.6% |
| All | +1,186.4% | +135.2% | +1,051.2% | +505.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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