Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • RIO vs SONY✓SelectedUSD · SONYRIO vs SONY performance historyLatest closeAs of+0.54%09/08
Stock and ETF performance explorer

RIO vs SONY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,118.4%
SONY return
+540.1%
Excess return
+5,578.3%
Maximum drawdown
-89.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSONYExcessAlpha
1D+0.5%-4.2%+4.7%+2.1%
7D+1.9%-5.2%+7.1%+3.9%
30D+5.0%+0.3%+4.7%+4.6%
3M+5.1%+6.2%-1.1%+2.0%
6M+17.6%+9.5%+8.1%+12.8%
YTD+36.3%-8.1%+44.4%+39.4%
1Y+71.2%-17.9%+89.1%+81.8%
3Y+102.7%+41.5%+61.2%+69.9%
5Y+99.6%+11.8%+87.7%+78.7%
10Y+603.1%+275.4%+327.7%+279.4%
All+6,118.4%+540.1%+5,578.3%+2,519.1%

Cumulative growth

Daily Returns

Daily percentage return beside SONY.

Daily Out/Under-Performance

Portfolio return minus SONY return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SONY 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 SONY 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