Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NTAP vs DRI✓SelectedUSD · DRINTAP vs DRI performance historyLatest closeAs of+0.11%09/04
Stock and ETF performance explorer

NTAP vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+19,691.7%
DRI return
+5,970.1%
Excess return
+13,721.6%
Maximum drawdown
-96.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+0.1%-0.5%+0.6%+0.3%
7D-0.8%+0.6%-1.3%-1.0%
30D-0.5%+3.8%-4.4%-1.8%
3M+4.1%+13.0%-8.9%-0.3%
6M+88.0%+8.3%+79.6%+82.1%
YTD+75.6%+20.6%+55.0%+64.2%
1Y+58.9%+6.5%+52.5%+53.9%
3Y+153.6%+53.7%+99.9%+115.8%
5Y+127.6%+72.7%+55.0%+85.4%
10Y+580.4%+363.2%+217.2%+274.4%
All+19,691.7%+5,970.1%+13,721.6%+4,920.2%

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