+112.8%
CART vs UPRO
+210.8%
-98.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.4% |
| 7D | +3.0% | -8.7% | +11.6% | +5.1% |
| 30D | +28.6% | -16.9% | +45.5% | +34.2% |
| 3M | +29.1% | -15.3% | +44.3% | +34.0% |
| 6M | +44.7% | -5.7% | +50.4% | +45.6% |
| YTD | +29.2% | +12.1% | +17.1% | +23.2% |
| 1Y | +66.2% | +16.4% | +49.7% | +56.2% |
| 3Y | +112.8% | +210.5% | -97.7% | +4.6% |
| All | +112.8% | +210.8% | -98.0% | +4.6% |
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