Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • BE vs DG✓SelectedUSD · DGBE vs DG performance historyLatest closeAs of+9.63%09/08
Stock and ETF performance explorer

BE vs DG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,784.6%
DG return
+10.3%
Excess return
+1,774.2%
Maximum drawdown
-52.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioDGExcessAlpha
1D+9.6%-4.0%+13.6%+9.6%
7D+29.8%-2.5%+32.2%+29.7%
30D+26.4%+1.0%+25.4%+26.4%
3M+9.3%+20.3%-11.0%+8.4%
6M+105.1%-11.7%+116.8%+108.0%
YTD+219.0%-2.3%+221.4%+220.2%
1Y+418.8%+20.0%+398.7%+413.0%
3Y+1,784.6%+7.2%+1,777.3%+1,661.3%
All+1,784.6%+10.3%+1,774.2%+1,661.3%

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 3y: 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…

3y analysis · Full analysis span regression · 6 months rolling