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  • FLEX vs RIO✓SelectedUSD · RIOFLEX vs RIO performance historyLatest closeAs of+4.38%09/08
Stock and ETF performance explorer

FLEX vs RIO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+726.2%
RIO return
+97.3%
Excess return
+628.9%
Maximum drawdown
-40.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2021-09-08 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioRIOExcessAlpha
1D+4.4%+0.5%+3.8%+4.1%
7D+7.0%+1.9%+5.0%+5.9%
30D-5.8%+5.0%-10.8%-8.4%
3M-24.2%+5.1%-29.3%-26.4%
6M+90.8%+17.6%+73.2%+77.5%
YTD+89.2%+36.3%+52.9%+64.7%
1Y+104.7%+71.2%+33.5%+61.5%
3Y+478.1%+102.7%+375.4%+322.5%
5Y+726.2%+99.6%+626.6%+500.3%
All+726.2%+97.3%+628.9%+500.3%

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 2021-09-08 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…

2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling