+32.1%
CART vs UPRO
-1.9%
+34.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -13.2% | +10.8% | -0.2% |
| 7D | +1.2% | -14.4% | +15.6% | +3.7% |
| 30D | +27.1% | -18.2% | +45.3% | +31.2% |
| 3M | +27.4% | -16.4% | +43.8% | +31.1% |
| 6M | +32.1% | -2.6% | +34.8% | +39.0% |
| All | +32.1% | -1.9% | +34.0% | +39.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling