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  • TTWO vs DRI✓SelectedUSD · DRITTWO vs DRI performance historyLatest closeAs of+0.26%09/04
Stock and ETF performance explorer

TTWO vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,381.8%
DRI return
+9,256.1%
Excess return
-3,874.3%
Maximum drawdown
-80.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+0.3%-0.5%+0.8%+0.4%
7D-8.8%+0.6%-9.4%-8.9%
30D-8.6%+3.8%-12.5%-9.4%
3M-0.9%+13.0%-13.9%-3.5%
6M-0.5%+8.3%-8.8%-2.6%
YTD-16.1%+20.6%-36.8%-19.9%
1Y-10.8%+6.5%-17.2%-12.8%
3Y+51.4%+53.7%-2.3%+35.7%
5Y+33.7%+72.7%-39.0%+15.7%
10Y+380.3%+363.2%+17.1%+204.9%
All+5,381.8%+9,256.1%-3,874.3%+2,131.2%

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