+2.4%
CARR vs UPRO
+218.6%
-216.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.4% |
| 7D | +0.6% | -1.3% | +2.0% | +1.2% |
| 30D | -8.7% | -5.0% | -3.6% | -6.8% |
| 3M | -18.4% | +7.5% | -25.9% | -21.0% |
| 6M | -0.6% | +33.2% | -33.8% | -12.1% |
| YTD | +10.9% | +27.7% | -16.8% | -0.7% |
| 1Y | -7.3% | +43.0% | -50.3% | -21.1% |
| All | +2.4% | +218.6% | -216.2% | -42.0% |
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