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  • STRL vs RIO✓SelectedUSD · RIOSTRL vs RIO performance historyLatest closeAs of+5.75%09/04
Stock and ETF performance explorer

STRL vs RIO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+19,359.6%
RIO return
+5,992.4%
Excess return
+13,367.2%
Maximum drawdown
-92.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRIOExcessAlpha
1D+5.8%+0.4%+5.3%+5.6%
7D+3.4%0.0%+3.4%+3.4%
30D-9.2%+4.0%-13.2%-10.2%
3M-51.0%+0.1%-51.2%-51.0%
6M+15.8%+12.7%+3.1%+13.1%
YTD+58.9%+35.6%+23.3%+48.4%
1Y+68.5%+73.7%-5.2%+48.4%
3Y+485.2%+93.3%+391.9%+400.6%
5Y+2,005.1%+92.4%+1,912.7%+1,677.4%
10Y+7,118.0%+606.9%+6,511.0%+4,577.8%
All+19,359.6%+5,992.4%+13,367.2%+20,714.9%

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