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  • FE vs DRI✓SelectedUSD · DRIFE vs DRI performance historyLatest closeAs of-0.57%09/04
Stock and ETF performance explorer

FE vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+576.2%
DRI return
+6,187.6%
Excess return
-5,611.3%
Maximum drawdown
-55.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-0.6%-0.5%0.0%-0.5%
7D+1.9%+0.6%+1.4%+1.8%
30D-1.2%+3.8%-5.0%-1.8%
3M+3.5%+13.0%-9.5%+1.3%
6M-6.1%+8.3%-14.4%-7.5%
YTD+7.6%+20.6%-13.0%+3.9%
1Y+11.9%+6.5%+5.5%+10.1%
3Y+48.4%+53.7%-5.3%+36.2%
5Y+44.8%+72.7%-27.9%+28.8%
10Y+115.9%+363.2%-247.3%+54.6%
All+576.2%+6,187.6%-5,611.3%+235.1%

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