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  • BE vs DRI✓SelectedUSD · DRIBE vs DRI performance historyLatest closeAs of-2.86%09/09
Stock and ETF performance explorer

BE vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+977.1%
DRI return
+143.3%
Excess return
+833.8%
Maximum drawdown
-92.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-2.9%-1.6%-1.2%-1.7%
7D+23.9%-4.8%+28.8%+27.9%
30D+27.8%-3.9%+31.8%+31.2%
3M+3.7%+5.1%-1.4%-1.6%
6M+78.0%+5.5%+72.4%+67.7%
YTD+209.9%+16.5%+193.4%+169.8%
1Y+389.6%+2.0%+387.6%+362.0%
3Y+1,730.6%+54.5%+1,676.1%+1,099.4%
5Y+1,227.8%+66.6%+1,161.2%+724.9%
All+977.1%+143.3%+833.8%+201.4%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling