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  • A vs DRI✓SelectedUSD · DRIA vs DRI performance historyLatest closeAs of+0.59%09/04
Stock and ETF performance explorer

A vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+476.0%
DRI return
+3,409.6%
Excess return
-2,933.6%
Maximum drawdown
-93.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+0.6%-0.5%+1.1%+0.7%
7D-1.9%+0.6%-2.5%-2.1%
30D+6.9%+3.8%+3.1%+5.7%
3M+9.2%+13.0%-3.8%+5.3%
6M+25.7%+8.3%+17.4%+22.4%
YTD+11.5%+20.6%-9.1%+5.2%
1Y+18.4%+6.5%+11.9%+15.2%
3Y+26.6%+53.7%-27.1%+10.5%
5Y-12.8%+72.7%-85.5%-27.0%
10Y+247.2%+363.2%-116.0%+99.9%
All+476.0%+3,409.6%-2,933.6%+120.9%

Cumulative growth

Daily Returns

Daily percentage return beside DRI.

Daily Out/Under-Performance

Portfolio return minus DRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DRI 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 DRI 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