+46.0%
CART vs UPRO
+19.8%
+26.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | +1.3% | +7.4% | -6.1% | +0.2% |
| 30D | +19.2% | -7.9% | +27.1% | +20.3% |
| 3M | +17.6% | -12.0% | +29.6% | +19.4% |
| 6M | +47.4% | -2.0% | +49.3% | +47.7% |
| YTD | +30.9% | +20.4% | +10.5% | +29.0% |
| 1Y | +46.0% | +24.5% | +21.5% | +43.5% |
| All | +46.0% | +19.8% | +26.1% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling