+417.3%
LIN vs RIO
+392.9%
+24.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | -0.1% |
| 7D | +0.1% | +4.4% | -4.3% | -1.4% |
| 30D | +7.6% | -8.9% | +16.4% | +10.9% |
| 3M | +6.5% | -12.7% | +19.2% | +11.2% |
| 6M | +6.2% | -16.2% | +22.4% | +11.9% |
| YTD | +23.2% | +13.4% | +9.8% | +15.5% |
| 1Y | +25.4% | +30.9% | -5.5% | +11.5% |
| 3Y | +38.3% | +60.2% | -21.9% | +11.6% |
| 5Y | +64.4% | +98.9% | -34.5% | +17.4% |
| 10Y | +417.3% | +381.4% | +35.9% | +169.7% |
| All | +417.3% | +392.9% | +24.4% | +169.7% |
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 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