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  • F vs DRI✓SelectedUSD · DRIF vs DRI performance historyLatest closeAs of+1.46%09/04
Stock and ETF performance explorer

F vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+357.9%
DRI return
+7,577.6%
Excess return
-7,219.8%
Maximum drawdown
-95.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+1.5%-0.5%+2.0%+1.7%
7D+5.3%+0.6%+4.8%+5.1%
30D+4.6%+3.8%+0.7%+2.9%
3M-3.7%+13.0%-16.7%-8.4%
6M+16.8%+8.3%+8.5%+12.6%
YTD+15.3%+20.6%-5.3%+6.4%
1Y+31.0%+6.5%+24.6%+26.3%
3Y+45.4%+53.7%-8.3%+20.1%
5Y+54.7%+72.7%-18.0%+22.2%
10Y+98.2%+363.2%-264.9%+0.5%
All+357.9%+7,577.6%-7,219.8%+12.5%

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