+192.7%
ECHO vs UPRO
+1,152.9%
-960.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.6% |
| 7D | +8.6% | +1.5% | +7.1% | +8.0% |
| 30D | +3.8% | -3.7% | +7.5% | +5.0% |
| 3M | -19.9% | +8.0% | -27.9% | -21.9% |
| 6M | -12.1% | +38.7% | -50.7% | -21.0% |
| YTD | -14.1% | +29.5% | -43.6% | -21.3% |
| 1Y | +15.9% | +46.1% | -30.2% | +1.8% |
| 3Y | +417.8% | +229.1% | +188.8% | +248.0% |
| 5Y | +259.3% | +136.0% | +123.3% | +146.3% |
| 10Y | +192.7% | +1,155.3% | -962.5% | +4.4% |
| All | +192.7% | +1,152.9% | -960.2% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling