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  • RTX vs DLR✓SelectedUSD · DLRRTX vs DLR performance historyLatest closeAs of-0.66%09/04
Stock and ETF performance explorer

RTX vs DLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,022.9%
DLR return
+3,595.6%
Excess return
-2,572.8%
Maximum drawdown
-52.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLRExcessAlpha
1D-0.7%+0.3%-1.0%-0.8%
7D-5.2%+1.6%-6.7%-5.6%
30D-9.4%-3.4%-6.0%-8.6%
3M+12.3%+0.5%+11.8%+11.6%
6M-3.1%+4.6%-7.7%-4.9%
YTD+10.7%+23.4%-12.7%+3.5%
1Y+28.4%+19.0%+9.4%+21.1%
3Y+147.1%+56.5%+90.5%+110.6%
5Y+167.2%+33.3%+133.9%+133.1%
10Y+274.7%+165.1%+109.6%+154.3%
All+1,022.9%+3,595.6%-2,572.8%+222.9%

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