+441.9%
CARR vs UPRO
+1,287.1%
-845.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -8.7% | -0.9% | -7.9% | -8.5% |
| 3M | -12.6% | +1.9% | -14.5% | -13.5% |
| 6M | -1.5% | +33.1% | -34.7% | -11.4% |
| YTD | +14.3% | +31.8% | -17.5% | +2.9% |
| 1Y | -4.6% | +48.3% | -52.9% | -17.9% |
| 3Y | +7.3% | +221.5% | -214.1% | -31.6% |
| 5Y | +11.6% | +136.7% | -125.1% | -27.4% |
| All | +441.9% | +1,287.1% | -845.2% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling