Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • DLTR vs FDS✓SelectedUSD · FDSDLTR vs FDS performance historyLatest closeAs of-4.55%09/09
Stock and ETF performance explorer

DLTR vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,675.4%
FDS return
+8,778.1%
Excess return
-5,102.6%
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-4.6%-3.4%-1.2%-3.6%
7D-10.2%-8.8%-1.5%-7.9%
30D-8.5%-1.4%-7.1%-8.3%
3M+5.6%+13.9%-8.3%+1.1%
6M+2.2%+27.4%-25.2%-6.0%
YTD-3.8%-2.5%-1.3%-5.3%
1Y+22.9%-23.8%+46.7%+29.0%
3Y+2.0%-32.5%+34.5%+9.4%
5Y+29.8%-23.2%+53.0%+33.1%
10Y+45.0%+76.4%-31.4%+15.7%
All+3,675.4%+8,778.1%-5,102.6%+671.8%

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