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  • FTAI vs DRI✓SelectedUSD · DRIFTAI vs DRI performance historyLatest closeAs of+0.21%09/08
Stock and ETF performance explorer

FTAI vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,588.5%
DRI return
+422.9%
Excess return
+2,165.6%
Maximum drawdown
-72.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+0.2%-1.8%+2.0%+1.1%
7D+3.9%-1.2%+5.1%+4.5%
30D-8.8%-0.4%-8.4%-8.8%
3M-14.5%+9.5%-24.0%-18.8%
6M-24.0%+6.5%-30.5%-26.8%
YTD+0.5%+18.4%-17.9%-8.6%
1Y+19.1%+4.2%+14.9%+14.4%
3Y+460.7%+57.1%+403.7%+326.8%
5Y+947.3%+70.4%+876.9%+654.6%
10Y+3,244.4%+354.0%+2,890.4%+1,293.6%
All+2,588.5%+422.9%+2,165.6%+990.3%

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 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