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  • STX vs DRI✓SelectedUSD · DRISTX vs DRI performance historyLatest closeAs of-2.04%09/09
Stock and ETF performance explorer

STX vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,621.5%
DRI return
+348.4%
Excess return
+3,273.1%
Maximum drawdown
-57.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-2.0%-1.6%-0.4%-1.6%
7D+9.6%-4.8%+14.4%+11.0%
30D+10.6%-3.9%+14.5%+11.6%
3M+4.8%+5.1%-0.3%+2.6%
6M+137.3%+5.5%+131.7%+131.6%
YTD+222.5%+16.5%+206.0%+205.8%
1Y+366.2%+2.0%+364.2%+357.4%
3Y+1,352.9%+54.5%+1,298.4%+1,156.2%
5Y+1,077.4%+66.6%+1,010.9%+888.7%
10Y+3,621.5%+353.6%+3,267.9%+2,425.8%
All+3,621.5%+348.4%+3,273.1%+2,425.8%

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