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

XLE vs DT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+186.6%
DT return
+103.5%
Excess return
+83.1%
Maximum drawdown
-60.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDTExcessAlpha
1D-0.9%-1.6%+0.8%-0.6%
7D+2.2%-3.3%+5.5%+2.7%
30D+11.8%+2.0%+9.7%+11.2%
3M+9.8%+20.0%-10.2%+5.8%
6M+15.6%+39.3%-23.7%+7.6%
YTD+45.3%+19.8%+25.5%+38.5%
1Y+48.3%+4.3%+44.0%+44.9%
3Y+55.4%+7.7%+47.7%+48.4%
5Y+216.1%-26.8%+242.9%+214.6%
All+186.6%+103.5%+83.1%+96.8%

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