+902.9%
ECHO vs UPRO
+226.4%
+676.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +7.0% | 0.0% | +3.5% |
| 7D | +3.0% | -0.9% | +3.9% | +3.3% |
| 30D | +6.7% | -11.4% | +18.1% | +13.0% |
| 3M | +12.4% | -10.9% | +23.3% | +18.6% |
| 6M | -20.4% | -0.5% | -19.9% | -20.4% |
| YTD | -6.9% | +19.9% | -26.8% | -15.1% |
| 1Y | +37.7% | +24.2% | +13.5% | +23.1% |
| 3Y | +902.9% | +236.9% | +665.9% | +417.0% |
| All | +902.9% | +226.4% | +676.5% | +417.0% |
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 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