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  • TE vs DRI✓SelectedUSD · DRITE vs DRI performance historyLatest closeAs of+10.00%09/08
Stock and ETF performance explorer

TE vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-18.3%
DRI return
+56.7%
Excess return
-74.9%
Maximum drawdown
-84.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+10.0%-1.8%+11.8%+10.5%
7D+18.2%-1.2%+19.4%+18.5%
30D-13.5%-0.4%-13.1%-14.0%
3M-44.6%+9.5%-54.1%-47.6%
6M-24.7%+6.5%-31.2%-28.3%
YTD-24.3%+18.4%-42.7%-33.7%
1Y+155.6%+4.2%+151.3%+143.0%
3Y-18.3%+57.1%-75.3%-45.8%
All-18.3%+56.7%-74.9%-45.8%

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 3y: 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…

3y analysis · Full analysis span regression · 6 months rolling