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  • FCX vs RIO✓SelectedUSD · RIOFCX vs RIO performance historyLatest closeAs of+5.35%09/08
Stock and ETF performance explorer

FCX vs RIO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,075.1%
RIO return
+3,562.7%
Excess return
-2,487.5%
Maximum drawdown
-92.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioRIOExcessAlpha
1D+5.3%+0.5%+4.8%+4.9%
7D+5.7%+1.9%+3.8%+4.2%
30D+10.1%+5.0%+5.1%+6.3%
3M+20.2%+5.1%+15.0%+16.5%
6M+29.7%+17.6%+12.0%+16.3%
YTD+51.9%+36.3%+15.6%+22.0%
1Y+66.0%+71.2%-5.2%+11.9%
3Y+102.7%+102.7%0.0%+22.8%
5Y+138.9%+99.6%+39.3%+51.0%
10Y+701.1%+603.1%+98.0%+126.8%
All+1,075.1%+3,562.7%-2,487.5%+116.5%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling