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  • FCX vs DLR✓SelectedUSD · DLRFCX vs DLR performance historyLatest closeAs of+0.23%09/04
Stock and ETF performance explorer

FCX vs DLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+574.3%
DLR return
+3,595.6%
Excess return
-3,021.4%
Maximum drawdown
-92.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLRExcessAlpha
1D+0.2%+0.3%-0.1%+0.1%
7D-4.9%+1.6%-6.4%-5.6%
30D+4.8%-3.4%+8.2%+6.3%
3M+4.6%+0.5%+4.1%+3.6%
6M+10.8%+4.6%+6.3%+8.0%
YTD+44.2%+23.4%+20.8%+29.8%
1Y+59.6%+19.0%+40.5%+45.8%
3Y+82.2%+56.5%+25.7%+43.7%
5Y+115.6%+33.3%+82.3%+77.5%
10Y+670.6%+165.1%+505.4%+311.8%
All+574.3%+3,595.6%-3,021.4%+2.5%

Cumulative growth

Daily Returns

Daily percentage return beside DLR.

Daily Out/Under-Performance

Portfolio return minus DLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLR 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 DLR 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