+259.3%
ECHO vs UPRO
+136.1%
+123.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.7% |
| 7D | +8.6% | +1.5% | +7.1% | +8.0% |
| 30D | +3.8% | -3.7% | +7.5% | +5.2% |
| 3M | -19.9% | +8.0% | -27.9% | -22.1% |
| 6M | -12.1% | +38.7% | -50.7% | -22.0% |
| YTD | -14.1% | +29.5% | -43.6% | -22.1% |
| 1Y | +15.9% | +46.1% | -30.2% | +0.3% |
| 3Y | +417.8% | +229.1% | +188.8% | +240.1% |
| 5Y | +259.3% | +136.0% | +123.3% | +139.2% |
| All | +259.3% | +136.1% | +123.2% | +139.2% |
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 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