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  • XLE vs DRI✓SelectedUSD · DRIXLE vs DRI performance historyLatest closeAs of-0.87%09/04
Stock and ETF performance explorer

XLE vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+54.6%
DRI return
+53.9%
Excess return
+0.8%
Maximum drawdown
-20.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-0.9%-0.5%-0.3%-0.8%
7D+2.2%+0.6%+1.6%+2.1%
30D+11.8%+3.8%+7.9%+11.2%
3M+9.8%+13.0%-3.2%+7.8%
6M+15.6%+8.3%+7.3%+14.0%
YTD+45.3%+20.6%+24.6%+39.8%
1Y+48.3%+6.5%+41.9%+46.5%
All+54.6%+53.9%+0.8%+43.6%

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