Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FDX vs DLTR✓SelectedUSD · DLTRFDX vs DLTR performance historyLatest closeAs of-0.55%09/04
Stock and ETF performance explorer

FDX vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,137.2%
DLTR return
+11,640.8%
Excess return
-8,503.6%
Maximum drawdown
-71.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D-0.6%+0.3%-0.8%-0.6%
7D-2.5%+2.5%-5.0%-3.0%
30D+3.8%+2.1%+1.7%+3.3%
3M-1.3%+20.3%-21.6%-4.9%
6M+5.0%+11.5%-6.5%+2.0%
YTD+39.6%+6.8%+32.8%+36.5%
1Y+81.1%+31.1%+50.0%+69.8%
3Y+63.0%+10.7%+52.4%+53.3%
5Y+65.6%+41.6%+24.0%+45.1%
10Y+183.4%+58.1%+125.2%+136.3%
All+3,137.2%+11,640.8%-8,503.6%+1,258.8%

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