Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • COP vs RIO✓SelectedUSD · RIOCOP vs RIO performance historyLatest closeAs of+0.58%09/08
Stock and ETF performance explorer

COP vs RIO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+191.7%
RIO return
+97.3%
Excess return
+94.4%
Maximum drawdown
-36.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioRIOExcessAlpha
1D+0.6%+0.5%0.0%+0.4%
7D-0.8%+1.9%-2.8%-1.5%
30D+15.6%+5.0%+10.6%+13.5%
3M+14.3%+5.1%+9.2%+11.7%
6M+17.0%+17.6%-0.6%+7.5%
YTD+47.4%+36.3%+11.1%+26.0%
1Y+52.4%+71.2%-18.8%+16.9%
3Y+20.8%+102.7%-81.9%-17.1%
5Y+191.7%+99.6%+92.1%+101.2%
All+191.7%+97.3%+94.4%+101.2%

Cumulative growth

Daily Returns

Daily percentage return beside RIO.

Daily Out/Under-Performance

Portfolio return minus RIO return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RIO 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 5y: compounded portfolio wealth divided by compounded RIO 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…

5y analysis · Full analysis span regression · 6 months rolling