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  • RCL vs DRI✓SelectedUSD · DRIRCL vs DRI performance historyLatest closeAs of-0.26%09/08
Stock and ETF performance explorer

RCL vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+350.2%
DRI return
+350.3%
Excess return
-0.1%
Maximum drawdown
-83.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-0.3%-1.8%+1.6%+1.2%
7D-0.5%-1.2%+0.8%+0.5%
30D-17.3%-0.4%-17.0%-17.5%
3M-2.8%+9.5%-12.3%-10.3%
6M-4.4%+6.5%-10.8%-10.5%
YTD-4.2%+18.4%-22.6%-18.0%
1Y-23.4%+4.2%-27.6%-28.1%
3Y+179.4%+57.1%+122.3%+80.9%
5Y+238.8%+70.4%+168.3%+109.2%
10Y+350.2%+354.0%-3.9%+65.9%
All+350.2%+350.3%-0.1%+65.9%

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