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  • DECK vs DRI✓SelectedUSD · DRIDECK vs DRI performance historyLatest closeAs of+1.55%09/04
Stock and ETF performance explorer

DECK vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+741.1%
DRI return
+361.6%
Excess return
+379.5%
Maximum drawdown
-64.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+1.6%-0.5%+2.1%+1.8%
7D-2.2%+0.6%-2.8%-2.5%
30D-13.6%+3.8%-17.4%-15.3%
3M-21.2%+13.0%-34.3%-26.0%
6M-21.1%+8.3%-29.4%-24.5%
YTD-17.2%+20.6%-37.8%-25.2%
1Y-30.7%+6.5%-37.2%-33.7%
3Y-3.4%+53.7%-57.1%-24.1%
5Y+25.5%+72.7%-47.1%-7.5%
All+741.1%+361.6%+379.5%+208.8%

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