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  • EXPE vs DRI✓SelectedUSD · DRIEXPE vs DRI performance historyLatest closeAs of-1.68%09/04
Stock and ETF performance explorer

EXPE vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+855.0%
DRI return
+1,207.0%
Excess return
-352.0%
Maximum drawdown
-82.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-1.7%-0.5%-1.2%-1.4%
7D-9.5%+0.6%-10.1%-9.8%
30D-6.6%+3.8%-10.5%-8.6%
3M+31.4%+13.0%+18.4%+22.9%
6M+35.2%+8.3%+26.9%+28.8%
YTD+5.8%+20.6%-14.8%-5.6%
1Y+38.7%+6.5%+32.2%+31.9%
3Y+175.8%+53.7%+122.1%+111.2%
5Y+111.8%+72.7%+39.2%+54.1%
10Y+179.7%+363.2%-183.4%+15.4%
All+855.0%+1,207.0%-352.0%+102.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling