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  • BP vs DT✓SelectedUSD · DTBP vs DT performance historyLatest closeAs of+2.44%09/08
Stock and ETF performance explorer

BP vs DT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+135.8%
DT return
-28.6%
Excess return
+164.4%
Maximum drawdown
-30.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioDTExcessAlpha
1D+2.4%-3.1%+5.5%+2.7%
7D+0.9%-4.9%+5.8%+1.4%
30D+9.1%+2.7%+6.4%+8.7%
3M+3.9%+20.0%-16.1%+1.6%
6M+13.6%+28.0%-14.4%+9.9%
YTD+34.0%+16.0%+18.0%+30.9%
1Y+39.2%+0.7%+38.4%+38.2%
3Y+36.4%+6.2%+30.2%+32.5%
5Y+135.8%-28.1%+163.9%+126.2%
All+135.8%-28.6%+164.4%+126.2%

Cumulative growth

Daily Returns

Daily percentage return beside DT.

Daily Out/Under-Performance

Portfolio return minus DT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DT 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 5y: compounded portfolio wealth divided by compounded DT 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…

5y analysis · Full analysis span regression · 6 months rolling