+73.5%
CART vs UPRO
+208.3%
-134.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.0% | -6.4% | -1.2% |
| 7D | +1.5% | -0.9% | +2.4% | +1.4% |
| 30D | +22.4% | -11.4% | +33.8% | +25.8% |
| 3M | +16.5% | -10.9% | +27.4% | +19.5% |
| 6M | +44.9% | -0.5% | +45.4% | +43.6% |
| YTD | +30.0% | +19.9% | +10.1% | +21.5% |
| 1Y | +59.1% | +24.2% | +34.9% | +46.6% |
| 3Y | +138.8% | +236.9% | -98.1% | +35.8% |
| All | +73.5% | +208.3% | -134.8% | -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 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