Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • DLTR vs RUN✓SelectedUSD · RUNDLTR vs RUN performance historyLatest closeAs of-5.62%09/08
Stock and ETF performance explorer

DLTR vs RUN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+57.9%
RUN return
-29.4%
Excess return
+87.3%
Maximum drawdown
-64.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRUNExcessAlpha
1D-5.6%+3.7%-9.3%-5.9%
7D-5.8%+10.2%-16.0%-6.6%
30D-5.2%-9.6%+4.4%-4.6%
3M+15.2%-31.5%+46.7%+18.1%
6M+7.1%-18.7%+25.8%+8.1%
YTD+0.8%-49.9%+50.7%+4.5%
1Y+24.8%-45.5%+70.3%+27.7%
3Y+6.9%-34.1%+41.0%-0.6%
5Y+33.2%-79.4%+112.7%+29.0%
10Y+51.6%+48.9%+2.6%+23.7%
All+57.9%-29.4%+87.3%+30.7%

Cumulative growth

Daily Returns

Daily percentage return beside RUN.

Daily Out/Under-Performance

Portfolio return minus RUN return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RUN 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 RUN 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