Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • UPRO vs QSR✓SelectedUSD · QSRUPRO vs QSR performance historyLatest closeAs of+2.44%09/11
Stock and ETF performance explorer

UPRO vs QSR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,186.4%
QSR return
+135.2%
Excess return
+1,051.2%
Maximum drawdown
-76.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioQSRExcessAlpha
1D+2.4%+0.6%+1.8%+1.8%
7D-2.5%-4.0%+1.5%+1.4%
30D-4.2%+2.8%-7.0%-7.1%
3M+8.1%+5.1%+3.0%+1.3%
6M+35.2%+8.8%+26.4%+20.7%
YTD+28.4%+14.8%+13.6%+7.1%
1Y+39.3%+25.7%+13.5%+4.5%
3Y+219.9%+27.5%+192.4%+128.5%
5Y+142.8%+41.3%+101.6%+61.6%
All+1,186.4%+135.2%+1,051.2%+505.4%

Cumulative growth

Daily Returns

Daily percentage return beside QSR.

Daily Out/Under-Performance

Portfolio return minus QSR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…

10y analysis · Full analysis span regression · 6 months rolling