Check out my thread on Google Sheets, as sounds like it does what you’re asking. I’m still tweaking it, but it should do what you ask. Change the VWRL on the setup sheet to the ticker you want to compare against.
What you are asking in terms of comparisons, would be different to each user. The Dow/Nasdaq / S&P 500 imo would only be suitable for someone looking to use as a baseline to compare their US investments. Others might want a UK/Euro/China/Japan/Global benchmark - it then becomes difficult to build into a ‘free trading platform’ without inflating their costs which someone has to pick up.