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

DLTR vs XME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,327.4%
XME return
+246.2%
Excess return
+1,081.2%
Maximum drawdown
-64.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioXMEExcessAlpha
1D-5.6%+1.1%-6.7%-5.8%
7D-5.8%+3.6%-9.4%-6.5%
30D-5.2%+3.6%-8.9%-6.0%
3M+15.2%+1.2%+14.0%+14.4%
6M+7.1%+9.0%-1.9%+4.5%
YTD+0.8%+15.9%-15.1%-3.1%
1Y+24.8%+43.2%-18.4%+14.6%
3Y+6.9%+137.4%-130.5%-11.7%
5Y+33.2%+185.0%-151.8%+5.1%
10Y+51.6%+409.5%-357.9%+4.1%
All+1,327.4%+246.2%+1,081.2%+786.6%

Cumulative growth

Daily Returns

Daily percentage return beside XME.

Daily Out/Under-Performance

Portfolio return minus XME return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × XME 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 XME 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