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  • DGX vs RY✓SelectedUSD · RYDGX vs RY performance historyLatest closeAs of-0.94%09/04
Stock and ETF performance explorer

DGX vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,498.1%
RY return
+7,752.1%
Excess return
+1,746.0%
Maximum drawdown
-49.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D-0.9%-0.7%-0.2%-0.7%
7D-2.3%+3.1%-5.4%-3.2%
30D+0.6%-0.3%+0.9%+0.6%
3M+21.4%+8.7%+12.7%+18.1%
6M+14.7%+28.5%-13.8%+5.9%
YTD+38.4%+25.1%+13.3%+28.7%
1Y+34.0%+46.3%-12.3%+18.6%
3Y+92.7%+154.9%-62.2%+42.7%
5Y+67.7%+140.3%-72.6%+25.5%
10Y+248.0%+377.0%-129.0%+108.8%
All+9,498.1%+7,752.1%+1,746.0%+2,818.9%

Cumulative growth

Daily Returns

Daily percentage return beside RY.

Daily Out/Under-Performance

Portfolio return minus RY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RY 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 all: compounded portfolio wealth divided by compounded RY 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…

all analysis · Full analysis span regression · 6 months rolling