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  • DLR vs EME✓SelectedUSD · EMEDLR vs EME performance historyLatest closeAs of+0.32%09/04
Stock and ETF performance explorer

DLR vs EME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,595.6%
EME return
+8,227.5%
Excess return
-4,631.8%
Maximum drawdown
-56.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEMEExcessAlpha
1D+0.3%+1.7%-1.4%-0.4%
7D+1.6%+1.9%-0.3%+0.8%
30D-3.4%-8.3%+4.9%-0.2%
3M+0.5%-10.7%+11.3%+3.5%
6M+4.6%+1.9%+2.7%+1.7%
YTD+23.4%+23.5%-0.1%+10.6%
1Y+19.0%+18.0%+1.1%+6.7%
3Y+56.5%+236.1%-179.6%-12.2%
5Y+33.3%+527.9%-494.6%-43.2%
10Y+165.1%+1,252.8%-1,087.6%-29.4%
All+3,595.6%+8,227.5%-4,631.8%+327.4%

Cumulative growth

Daily Returns

Daily percentage return beside EME.

Daily Out/Under-Performance

Portfolio return minus EME return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EME 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 EME 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