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  • ASX vs DLR✓SelectedUSD · DLRASX vs DLR performance historyLatest closeAs of+0.21%09/04
Stock and ETF performance explorer

ASX vs DLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,728.0%
DLR return
+3,595.6%
Excess return
+1,132.4%
Maximum drawdown
-74.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLRExcessAlpha
1D+0.2%+0.3%-0.1%+0.1%
7D-0.7%+1.6%-2.3%-1.3%
30D+2.0%-3.4%+5.3%+3.2%
3M-1.3%+0.5%-1.8%-2.0%
6M+71.4%+4.6%+66.9%+68.1%
YTD+135.3%+23.4%+111.9%+117.3%
1Y+267.5%+19.0%+248.5%+242.8%
3Y+388.5%+56.5%+332.0%+312.7%
5Y+417.1%+33.3%+383.8%+351.5%
10Y+872.7%+165.1%+707.6%+547.6%
All+4,728.0%+3,595.6%+1,132.4%+1,122.9%

Cumulative growth

Daily Returns

Daily percentage return beside DLR.

Daily Out/Under-Performance

Portfolio return minus DLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLR 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 DLR 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