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  • IJR vs DKS✓SelectedUSD · DKSIJR vs DKS performance historyLatest closeAs of+0.53%09/11
Stock and ETF performance explorer

IJR vs DKS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,159.7%
DKS return
+6,103.2%
Excess return
-4,943.5%
Maximum drawdown
-58.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDKSExcessAlpha
1D+0.5%+1.4%-0.9%+0.1%
7D-2.2%-3.0%+0.8%-1.3%
30D-4.6%-33.4%+28.8%+5.0%
3M+0.2%-39.4%+39.6%+13.1%
6M+14.7%-30.1%+44.8%+23.4%
YTD+18.9%-31.0%+49.8%+28.0%
1Y+19.9%-40.2%+60.1%+34.2%
3Y+53.0%+30.9%+22.1%+30.4%
5Y+40.9%+14.0%+26.8%+18.0%
10Y+171.1%+202.1%-31.0%+47.7%
All+1,159.7%+6,103.2%-4,943.5%+246.7%

Cumulative growth

Daily Returns

Daily percentage return beside DKS.

Daily Out/Under-Performance

Portfolio return minus DKS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DKS 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 DKS 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