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

FCX vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,015.5%
DLTR return
+7,092.6%
Excess return
-6,077.1%
Maximum drawdown
-92.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D+0.2%+0.3%-0.1%+0.2%
7D-4.9%+2.5%-7.3%-5.3%
30D+4.8%+2.1%+2.7%+4.3%
3M+4.6%+20.3%-15.7%+0.7%
6M+10.8%+11.5%-0.7%+7.7%
YTD+44.2%+6.8%+37.4%+41.0%
1Y+59.6%+31.1%+28.5%+49.9%
3Y+82.2%+10.7%+71.6%+71.7%
5Y+115.6%+41.6%+74.0%+90.5%
10Y+670.6%+58.1%+612.4%+558.1%
All+1,015.5%+7,092.6%-6,077.1%+457.3%

Cumulative growth

Daily Returns

Daily percentage return beside DLTR.

Daily Out/Under-Performance

Portfolio return minus DLTR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLTR 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 DLTR 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