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  • SIMO vs DRI✓SelectedUSD · DRISIMO vs DRI performance historyLatest closeAs of+8.70%09/04
Stock and ETF performance explorer

SIMO vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,365.1%
DRI return
+1,252.5%
Excess return
+2,112.5%
Maximum drawdown
-93.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+8.7%-0.5%+9.2%+8.9%
7D+4.2%+0.6%+3.7%+4.0%
30D+4.1%+3.8%+0.2%+2.6%
3M-12.9%+13.0%-25.9%-17.4%
6M+110.3%+8.3%+102.0%+101.8%
YTD+178.6%+20.6%+158.0%+156.7%
1Y+220.0%+6.5%+213.5%+207.0%
3Y+409.0%+53.7%+355.3%+319.7%
5Y+277.3%+72.7%+204.6%+191.9%
10Y+506.6%+363.2%+143.5%+169.1%
All+3,365.1%+1,252.5%+2,112.5%+734.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling