+723.2%
ECHO vs UPRO
+13,348.2%
-12,625.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | -3.2% |
| 7D | +3.6% | -3.8% | +7.4% | +4.9% |
| 30D | +7.5% | -8.9% | +16.3% | +10.6% |
| 3M | +16.2% | -7.4% | +23.6% | +19.0% |
| 6M | -20.9% | +1.6% | -22.4% | -21.3% |
| YTD | -6.0% | +23.2% | -29.2% | -12.6% |
| 1Y | +43.4% | +21.2% | +22.1% | +33.8% |
| 3Y | +924.0% | +230.8% | +693.2% | +581.1% |
| 5Y | +249.6% | +106.7% | +143.0% | +148.0% |
| 10Y | +151.3% | +1,125.0% | -973.7% | -15.3% |
| All | +723.2% | +13,348.2% | -12,625.0% | +27.6% |
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