+431.5%
LIN vs RIO
+354.4%
+77.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.1% | -0.9% | +3.0% | +2.4% |
| 30D | +6.8% | -9.1% | +15.9% | +10.1% |
| 3M | +10.4% | -13.7% | +24.0% | +15.6% |
| 6M | +3.2% | -24.3% | +27.5% | +12.6% |
| YTD | +24.6% | +8.9% | +15.7% | +18.4% |
| 1Y | +24.4% | +22.7% | +1.7% | +13.1% |
| 3Y | +36.7% | +51.2% | -14.4% | +12.6% |
| 5Y | +67.0% | +88.1% | -21.1% | +21.7% |
| All | +431.5% | +354.4% | +77.0% | +183.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling