+74.7%
CART vs UPRO
+216.8%
-142.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | -0.3% |
| 7D | -0.6% | -3.8% | +3.2% | +0.1% |
| 30D | +23.1% | -8.9% | +31.9% | +25.6% |
| 3M | +19.2% | -7.4% | +26.6% | +21.0% |
| 6M | +45.7% | +1.6% | +44.1% | +43.6% |
| YTD | +30.9% | +23.2% | +7.7% | +21.5% |
| 1Y | +50.2% | +21.2% | +28.9% | +39.6% |
| 3Y | +133.5% | +230.8% | -97.3% | +35.1% |
| All | +74.7% | +216.8% | -142.1% | -3.0% |
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 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