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  • RCL vs DLR✓SelectedUSD · DLRRCL vs DLR performance historyLatest closeAs of-0.14%09/04
Stock and ETF performance explorer

RCL vs DLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+639.1%
DLR return
+3,595.7%
Excess return
-2,956.5%
Maximum drawdown
-89.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLRExcessAlpha
1D-0.1%+0.3%-0.5%-0.3%
7D-5.1%+1.6%-6.7%-5.9%
30D-19.0%-3.4%-15.7%-17.7%
3M-9.6%+0.5%-10.1%-10.4%
6M-6.7%+4.6%-11.2%-9.3%
YTD-3.9%+23.4%-27.3%-14.3%
1Y-25.1%+19.0%-44.1%-32.2%
3Y+179.1%+56.5%+122.6%+113.8%
5Y+243.3%+33.3%+210.0%+178.5%
10Y+325.8%+165.1%+160.6%+113.9%
All+639.1%+3,595.7%-2,956.5%+16.3%

Cumulative growth

Daily Returns

Daily percentage return beside DLR.

Daily Out/Under-Performance

Portfolio return minus DLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLR 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 DLR 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