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  • DLTR vs FDS✓SelectedUSD · FDSDLTR vs FDS performance historyLatest closeAs of-5.62%09/08
Stock and ETF performance explorer

DLTR vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,855.6%
FDS return
+9,090.7%
Excess return
-5,235.1%
Maximum drawdown
-67.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D-5.6%-4.3%-1.3%-4.4%
7D-5.8%-5.4%-0.4%-4.4%
30D-5.2%+1.6%-6.8%-5.8%
3M+15.2%+17.7%-2.6%+9.2%
6M+7.1%+29.1%-21.9%-1.9%
YTD+0.8%+1.0%-0.1%-1.8%
1Y+24.8%-21.6%+46.4%+29.9%
3Y+6.9%-30.1%+37.0%+13.5%
5Y+33.2%-20.7%+54.0%+35.4%
10Y+51.6%+78.3%-26.7%+20.4%
All+3,855.6%+9,090.7%-5,235.1%+700.8%

Cumulative growth

Daily Returns

Daily percentage return beside FDS.

Daily Out/Under-Performance

Portfolio return minus FDS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FDS 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 FDS 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