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  • EOSE vs DRI✓SelectedUSD · DRIEOSE vs DRI performance historyLatest closeAs of+10.86%09/04
Stock and ETF performance explorer

EOSE vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-47.1%
DRI return
+6.9%
Excess return
-54.1%
Maximum drawdown
-84.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+10.9%-0.5%+11.4%+10.9%
7D+19.0%+0.6%+18.4%+19.0%
30D+1.6%+3.8%-2.3%+1.9%
3M-52.0%+13.0%-65.0%-52.2%
6M-42.5%+8.3%-50.8%-42.5%
YTD-66.1%+20.6%-86.8%-67.4%
1Y-47.1%+6.5%-53.6%-50.7%
All-47.1%+6.9%-54.1%-50.7%

Cumulative growth

Daily Returns

Daily percentage return beside DRI.

Daily Out/Under-Performance

Portfolio return minus DRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…

1y analysis · Full analysis span regression · 6 months rolling