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  • SE vs DRI✓SelectedUSD · DRISE vs DRI performance historyLatest closeAs of-4.08%09/09
Stock and ETF performance explorer

SE vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+568.6%
DRI return
+225.6%
Excess return
+343.0%
Maximum drawdown
-90.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-4.1%-1.6%-2.4%-3.6%
7D-3.6%-4.8%+1.2%-2.1%
30D-5.3%-3.9%-1.4%-4.2%
3M+28.1%+5.1%+23.0%+25.7%
6M+20.7%+5.5%+15.2%+18.0%
YTD-14.8%+16.5%-31.3%-19.6%
1Y-43.6%+2.0%-45.6%-44.7%
3Y+184.2%+54.5%+129.7%+141.1%
5Y-66.3%+66.6%-132.9%-72.1%
All+568.6%+225.6%+343.0%+444.5%

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