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  • UPRO vs FLR✓SelectedUSD · FLRUPRO vs FLR performance historyLatest closeAs of-1.20%09/04
Stock and ETF performance explorer

UPRO vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+13,342.5%
FLR return
+33.1%
Excess return
+13,309.4%
Maximum drawdown
-76.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
1D-1.2%-2.3%+1.1%0.0%
7D+0.1%+5.4%-5.4%-2.7%
30D-0.9%+11.4%-12.3%-7.6%
3M+1.9%+11.4%-9.5%-5.4%
6M+33.1%+16.6%+16.5%+18.6%
YTD+31.8%+41.7%-9.9%+5.6%
1Y+48.3%+35.4%+12.9%+20.7%
3Y+221.5%+57.3%+164.2%+128.6%
5Y+136.7%+241.0%-104.2%+8.2%
10Y+1,179.2%+16.6%+1,162.5%+853.9%
All+13,342.5%+33.1%+13,309.4%+9,274.3%

Cumulative growth

Daily Returns

Daily percentage return beside FLR.

Daily Out/Under-Performance

Portfolio return minus FLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FLR 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 FLR 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