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  • ASX vs DLTR✓SelectedUSD · DLTRASX vs DLTR performance historyLatest closeAs of+3.54%09/09
Stock and ETF performance explorer

ASX vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+992.0%
DLTR return
+45.2%
Excess return
+946.7%
Maximum drawdown
-52.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D+3.5%-4.6%+8.1%+4.4%
7D+11.1%-10.2%+21.4%+13.2%
30D+9.6%-8.5%+18.1%+11.0%
3M+18.6%+5.6%+13.1%+16.6%
6M+92.1%+2.2%+89.9%+88.9%
YTD+158.5%-3.8%+162.2%+156.8%
1Y+271.9%+22.9%+249.0%+250.9%
3Y+465.2%+2.0%+463.2%+438.1%
5Y+479.4%+29.8%+449.6%+410.9%
10Y+992.0%+45.0%+946.9%+811.5%
All+992.0%+45.2%+946.7%+811.5%

Cumulative growth

Daily Returns

Daily percentage return beside DLTR.

Daily Out/Under-Performance

Portfolio return minus DLTR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLTR 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 DLTR 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