Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • DLTR vs BN✓SelectedUSD · BNDLTR vs BN performance historyLatest closeAs of+0.29%09/04
Stock and ETF performance explorer

DLTR vs BN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+11,144.7%
BN return
+19,006.8%
Excess return
-7,862.0%
Maximum drawdown
-67.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBNExcessAlpha
1D+0.3%-0.3%+0.6%+0.4%
7D+2.5%-2.5%+4.9%+3.1%
30D+2.1%-9.5%+11.6%+4.9%
3M+20.3%-10.4%+30.7%+23.9%
6M+11.5%-6.4%+17.9%+13.3%
YTD+6.8%-11.9%+18.7%+10.2%
1Y+31.1%-8.6%+39.7%+33.7%
3Y+10.7%+77.6%-66.9%-7.9%
5Y+41.6%+37.0%+4.6%+24.1%
10Y+58.1%+266.4%-208.3%+2.5%
All+11,144.7%+19,006.8%-7,862.0%+3,140.4%

Cumulative growth

Daily Returns

Daily percentage return beside BN.

Daily Out/Under-Performance

Portfolio return minus BN return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BN 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 BN 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