Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FLUT vs DRI✓SelectedUSD · DRIFLUT vs DRI performance historyLatest closeAs of-1.36%09/09
Stock and ETF performance explorer

FLUT vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-10.4%
DRI return
+348.4%
Excess return
-358.9%
Maximum drawdown
-70.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-1.4%-1.6%+0.3%-1.1%
7D-2.6%-4.8%+2.2%-1.9%
30D+5.4%-3.9%+9.3%+6.0%
3M-10.8%+5.1%-15.8%-11.4%
6M-9.2%+5.5%-14.7%-10.0%
YTD-53.8%+16.5%-70.3%-54.9%
1Y-66.0%+2.0%-68.0%-66.2%
3Y-44.7%+54.5%-99.2%-47.9%
5Y-50.6%+66.6%-117.2%-54.2%
10Y-10.4%+353.6%-364.0%-15.3%
All-10.4%+348.4%-358.9%-15.3%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling