Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • SE vs DRI✓SelectedUSD · DRISE vs DRI performance historyLatest closeAs of-0.89%09/04
Stock and ETF performance explorer

SE vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-68.1%
DRI return
+72.9%
Excess return
-141.0%
Maximum drawdown
-90.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-0.9%-0.5%-0.4%-0.6%
7D-6.1%+0.6%-6.7%-6.4%
30D-2.5%+3.8%-6.3%-5.0%
3M+21.7%+13.0%+8.7%+11.7%
6M+27.0%+8.3%+18.7%+19.3%
YTD-12.1%+20.6%-32.8%-24.1%
1Y-40.9%+6.5%-47.4%-45.0%
3Y+191.0%+53.7%+137.3%+93.0%
All-68.1%+72.9%-141.0%-83.1%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling