+10.7%
CARR vs UPRO
+137.8%
-127.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.5% |
| 7D | -3.8% | -2.5% | -1.2% | -2.8% |
| 30D | -8.9% | -4.2% | -4.7% | -7.4% |
| 3M | -17.3% | +8.1% | -25.4% | -20.0% |
| 6M | -1.4% | +35.2% | -36.6% | -12.8% |
| YTD | +10.0% | +28.4% | -18.4% | -1.2% |
| 1Y | -6.4% | +39.3% | -45.6% | -18.8% |
| 3Y | +1.5% | +219.9% | -218.3% | -38.8% |
| All | +10.7% | +137.8% | -127.2% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling