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  • DLR vs RIO✓SelectedUSD · RIODLR vs RIO performance historyLatest closeAs of-0.22%09/09
Stock and ETF performance explorer

DLR vs RIO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+42.1%
RIO return
+101.7%
Excess return
-59.6%
Maximum drawdown
-48.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioRIOExcessAlpha
1D-0.2%-0.1%-0.1%-0.2%
7D+2.9%+1.0%+1.9%+2.7%
30D-1.2%+4.0%-5.2%-2.1%
3M+2.9%+4.5%-1.6%+1.7%
6M+6.7%+17.3%-10.7%+2.3%
YTD+23.9%+36.2%-12.3%+14.4%
1Y+18.6%+76.1%-57.5%+2.9%
3Y+59.7%+102.5%-42.9%+32.1%
5Y+42.1%+103.5%-61.5%+13.9%
All+42.1%+101.7%-59.6%+13.9%

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