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  • RIG vs DLTR✓SelectedUSD · DLTRRIG vs DLTR performance historyLatest closeAs of-0.87%09/09
Stock and ETF performance explorer

RIG vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-37.8%
DLTR return
+10,476.7%
Excess return
-10,514.5%
Maximum drawdown
-99.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D-0.9%-4.6%+3.7%-0.1%
7D-8.2%-10.2%+2.1%-6.6%
30D-0.2%-8.5%+8.3%+1.1%
3M-2.7%+5.6%-8.3%-4.0%
6M-7.5%+2.2%-9.6%-9.0%
YTD+38.3%-3.8%+42.0%+37.4%
1Y+81.8%+22.9%+58.9%+73.0%
3Y-30.2%+2.0%-32.2%-32.8%
5Y+59.9%+29.8%+30.1%+46.4%
10Y-41.9%+45.0%-86.9%-48.6%
All-37.8%+10,476.7%-10,514.5%-68.6%

Cumulative growth

Daily Returns

Daily percentage return beside DLTR.

Daily Out/Under-Performance

Portfolio return minus DLTR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLTR 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 DLTR 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