+421.5%
CARR vs UPRO
+1,251.9%
-830.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.6% |
| 7D | -3.8% | -2.5% | -1.2% | -2.9% |
| 30D | -8.9% | -4.2% | -4.7% | -7.5% |
| 3M | -17.3% | +8.1% | -25.4% | -19.7% |
| 6M | -1.4% | +35.2% | -36.6% | -11.8% |
| YTD | +10.0% | +28.4% | -18.4% | -0.1% |
| 1Y | -6.4% | +39.3% | -45.6% | -17.6% |
| 3Y | +1.5% | +219.9% | -218.3% | -35.1% |
| 5Y | +9.3% | +142.8% | -133.5% | -29.2% |
| All | +421.5% | +1,251.9% | -830.4% | +141.6% |
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