+71.5%
CART vs UPRO
+185.8%
-114.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -13.2% | +10.8% | +1.0% |
| 7D | +1.2% | -14.4% | +15.6% | +5.1% |
| 30D | +27.1% | -18.2% | +45.3% | +33.5% |
| 3M | +27.4% | -16.4% | +43.8% | +33.0% |
| 6M | +32.1% | -2.6% | +34.8% | +31.6% |
| YTD | +28.5% | +11.1% | +17.3% | +22.5% |
| 1Y | +58.8% | +11.8% | +47.1% | +50.8% |
| 3Y | +114.8% | +209.9% | -95.2% | +25.5% |
| All | +71.5% | +185.8% | -114.4% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling