Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • DT vs SRE✓SelectedUSD · SREDT vs SRE performance historyLatest closeAs of+1.62%09/10
Stock and ETF performance explorer

DT vs SRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+115.6%
SRE return
+56.2%
Excess return
+59.4%
Maximum drawdown
-61.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSREExcessAlpha
1D+1.6%-1.2%+2.8%+2.1%
7D-2.5%-0.7%-1.9%-2.3%
30D+3.5%-1.7%+5.3%+4.0%
3M+26.7%-7.1%+33.8%+29.5%
6M+36.1%-8.4%+44.5%+39.3%
YTD+18.6%-3.5%+22.2%+18.4%
1Y+7.9%+5.4%+2.5%+3.4%
3Y+8.6%+29.5%-20.9%-9.0%
5Y-26.7%+48.3%-75.0%-43.7%
All+115.6%+56.2%+59.4%+40.7%

Cumulative growth

Daily Returns

Daily percentage return beside SRE.

Daily Out/Under-Performance

Portfolio return minus SRE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…

10y analysis · Full analysis span regression · 6 months rolling