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

RIO vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,118.4%
RJF return
+39,162.2%
Excess return
-33,043.8%
Maximum drawdown
-89.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D+0.5%-1.0%+1.5%+0.9%
7D+1.9%+1.8%+0.2%+1.3%
30D+5.0%0.0%+5.0%+4.8%
3M+5.1%+18.0%-12.8%-1.4%
6M+17.6%+17.0%+0.7%+10.4%
YTD+36.3%+11.1%+25.2%+30.0%
1Y+71.2%+8.0%+63.2%+64.5%
3Y+102.7%+73.3%+29.4%+59.8%
5Y+99.6%+107.4%-7.8%+44.6%
10Y+603.1%+428.5%+174.6%+248.6%
All+6,118.4%+39,162.2%-33,043.8%+1,214.4%

Cumulative growth

Daily Returns

Daily percentage return beside RJF.

Daily Out/Under-Performance

Portfolio return minus RJF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RJF 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 all: compounded portfolio wealth divided by compounded RJF 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…

all analysis · Full analysis span regression · 6 months rolling