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  • RMBS vs RIO✓SelectedUSD · RIORMBS vs RIO performance historyLatest closeAs of+1.67%09/08
Stock and ETF performance explorer

RMBS vs RIO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,049.0%
RIO return
+2,775.2%
Excess return
-1,726.2%
Maximum drawdown
-97.2%

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+1.7%+0.5%+1.1%+1.5%
7D+3.0%+1.9%+1.0%+2.2%
30D-14.4%+5.0%-19.4%-16.0%
3M-42.8%+5.1%-48.0%-43.8%
6M-1.4%+17.6%-19.0%-6.3%
YTD-5.4%+36.3%-41.7%-14.9%
1Y+18.6%+71.2%-52.6%-1.3%
3Y+57.3%+102.7%-45.4%+23.9%
5Y+265.7%+99.6%+166.1%+183.5%
10Y+546.0%+603.1%-57.1%+222.6%
All+1,049.0%+2,775.2%-1,726.2%+217.4%

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