+10,545.1%
LIN vs RIO
+4,734.1%
+5,811.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -2.4% | +4.0% | -6.4% | -3.7% |
| 3M | -5.6% | +0.1% | -5.7% | -6.0% |
| 6M | -3.4% | +12.7% | -16.1% | -7.9% |
| YTD | +13.1% | +35.6% | -22.5% | +1.3% |
| 1Y | +2.5% | +73.7% | -71.2% | -15.5% |
| 3Y | +27.6% | +93.3% | -65.7% | +0.1% |
| 5Y | +63.0% | +92.4% | -29.4% | +24.9% |
| 10Y | +359.3% | +606.9% | -247.7% | +124.2% |
| All | +10,545.1% | +4,734.1% | +5,811.1% | +2,341.5% |
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