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  • UPRO vs EQNR✓SelectedUSD · EQNRUPRO vs EQNR performance historyLatest closeAs of+2.44%09/11
Stock and ETF performance explorer

UPRO vs EQNR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+13,000.9%
EQNR return
+484.4%
Excess return
+12,516.4%
Maximum drawdown
-76.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEQNRExcessAlpha
1D+2.4%-0.7%+3.1%+3.0%
7D-2.5%+6.4%-9.0%-7.4%
30D-4.2%+10.4%-14.6%-12.1%
3M+8.1%+23.1%-15.0%-12.2%
6M+35.2%+36.3%-1.1%-5.5%
YTD+28.4%+96.0%-67.5%-35.8%
1Y+39.3%+94.2%-55.0%-30.8%
3Y+219.9%+75.3%+144.6%+60.8%
5Y+142.8%+187.2%-44.4%-35.9%
10Y+1,240.0%+415.5%+824.5%+91.8%
All+13,000.9%+484.4%+12,516.4%+1,318.7%

Cumulative growth

Daily Returns

Daily percentage return beside EQNR.

Daily Out/Under-Performance

Portfolio return minus EQNR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EQNR 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 EQNR 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