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  • ROL vs RIO✓SelectedUSD · RIOROL vs RIO performance historyLatest closeAs of+0.42%09/04
Stock and ETF performance explorer

ROL vs RIO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,043.8%
RIO return
+6,008.3%
Excess return
+2,035.5%
Maximum drawdown
-57.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRIOExcessAlpha
1D+0.4%+0.4%0.0%+0.3%
7D-1.4%0.0%-1.4%-1.4%
30D-4.1%+4.0%-8.1%-4.9%
3M-22.5%+0.1%-22.6%-22.8%
6M-37.7%+12.7%-50.4%-39.7%
YTD-39.6%+35.6%-75.1%-43.9%
1Y-36.0%+73.7%-109.7%-43.8%
3Y-5.1%+93.3%-98.4%-19.6%
5Y-3.4%+92.4%-95.8%-19.8%
10Y+215.2%+606.9%-391.7%+89.6%
All+8,043.8%+6,008.3%+2,035.5%+2,977.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling