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  • RIO vs FDS✓SelectedUSD · FDSRIO vs FDS performance historyLatest closeAs of+0.54%09/08
Stock and ETF performance explorer

RIO vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+99.6%
FDS return
-20.4%
Excess return
+120.0%
Maximum drawdown
-35.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D+0.5%-4.3%+4.8%+0.9%
7D+1.9%-5.4%+7.3%+2.4%
30D+5.0%+1.6%+3.4%+4.7%
3M+5.1%+17.7%-12.6%+3.1%
6M+17.6%+29.1%-11.4%+13.5%
YTD+36.3%+1.0%+35.3%+37.3%
1Y+71.2%-21.6%+92.8%+82.6%
3Y+102.7%-30.1%+132.8%+120.2%
5Y+99.6%-20.7%+120.3%+105.2%
All+99.6%-20.4%+120.0%+105.2%

Cumulative growth

Daily Returns

Daily percentage return beside FDS.

Daily Out/Under-Performance

Portfolio return minus FDS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FDS 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 FDS 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