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  • URI vs RIO✓SelectedUSD · RIOURI vs RIO performance historyLatest closeAs of+1.61%09/04
Stock and ETF performance explorer

URI vs RIO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,893.4%
RIO return
+3,692.2%
Excess return
+3,201.3%
Maximum drawdown
-93.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRIOExcessAlpha
1D+1.6%+0.4%+1.2%+1.4%
7D-2.0%0.0%-2.0%-2.0%
30D-12.9%+4.0%-16.9%-14.6%
3M-6.7%+0.1%-6.9%-7.3%
6M+19.0%+12.7%+6.3%+11.1%
YTD+25.5%+35.6%-10.0%+6.6%
1Y+5.5%+73.7%-68.2%-20.2%
3Y+111.3%+93.3%+18.0%+50.1%
5Y+198.6%+92.4%+106.1%+107.7%
10Y+1,179.9%+606.9%+573.0%+415.3%
All+6,893.4%+3,692.2%+3,201.3%+1,086.9%

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