Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • XLC vs DT✓SelectedUSD · DTXLC vs DT performance historyLatest closeAs of-1.19%09/04
Stock and ETF performance explorer

XLC vs DT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+137.3%
DT return
+103.5%
Excess return
+33.7%
Maximum drawdown
-46.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDTExcessAlpha
1D-1.2%-1.6%+0.4%-0.8%
7D-0.8%-3.3%+2.4%-0.1%
30D+1.0%+2.0%-1.0%+0.4%
3M-0.7%+20.0%-20.7%-5.6%
6M-5.1%+39.3%-44.4%-14.1%
YTD-4.3%+19.8%-24.0%-10.2%
1Y-0.6%+4.3%-4.8%-3.6%
3Y+72.7%+7.7%+65.0%+63.0%
5Y+38.0%-26.8%+64.8%+36.0%
All+137.3%+103.5%+33.7%+71.7%

Cumulative growth

Daily Returns

Daily percentage return beside DT.

Daily Out/Under-Performance

Portfolio return minus DT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DT 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 DT 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