Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • ALL vs DG✓SelectedUSD · DGALL vs DG performance historyLatest closeAs of-1.35%09/04
Stock and ETF performance explorer

ALL vs DG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,215.3%
DG return
+606.1%
Excess return
+609.2%
Maximum drawdown
-41.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDGExcessAlpha
1D-1.3%+1.5%-2.8%-1.6%
7D0.0%+8.4%-8.4%-1.3%
30D-1.5%+4.9%-6.4%-2.3%
3M+23.6%+29.3%-5.7%+18.2%
6M+22.3%-11.3%+33.6%+24.2%
YTD+26.5%+1.8%+24.8%+25.2%
1Y+27.0%+25.3%+1.7%+20.6%
3Y+149.6%+9.1%+140.5%+134.8%
5Y+118.1%-34.9%+153.0%+127.4%
10Y+369.0%+108.2%+260.8%+279.1%
All+1,215.3%+606.1%+609.2%+647.1%

Cumulative growth

Daily Returns

Daily percentage return beside DG.

Daily Out/Under-Performance

Portfolio return minus DG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DG 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 DG 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