Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • DRI vs VICR✓SelectedUSD · VICRDRI vs VICR performance historyLatest closeAs of-0.53%09/04
Stock and ETF performance explorer

DRI vs VICR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,085.5%
VICR return
+955.0%
Excess return
+6,130.5%
Maximum drawdown
-72.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVICRExcessAlpha
1D-0.5%+5.5%-6.0%-1.3%
7D+0.6%+0.4%+0.2%+0.5%
30D+3.8%-13.9%+17.8%+5.5%
3M+13.0%-38.4%+51.4%+18.1%
6M+8.3%-7.2%+15.5%+4.5%
YTD+20.6%+72.0%-51.4%+5.9%
1Y+6.5%+263.3%-256.8%-17.2%
3Y+53.7%+173.3%-119.6%+17.2%
5Y+72.7%+47.3%+25.4%+34.1%
10Y+363.2%+1,495.2%-1,132.0%+139.5%
All+7,085.5%+955.0%+6,130.5%+2,727.0%

Cumulative growth

Daily Returns

Daily percentage return beside VICR.

Daily Out/Under-Performance

Portfolio return minus VICR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × VICR 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 VICR 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