-10.5%
ISRG vs RDW
+9.7%
-20.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -4.9% | +14.3% | +9.4% |
| 7D | +8.5% | -14.3% | +22.9% | +8.8% |
| 30D | +18.6% | -26.0% | +44.6% | +19.2% |
| 3M | +30.9% | -27.4% | +58.3% | +31.5% |
| 6M | +6.6% | -10.6% | +17.2% | +4.4% |
| YTD | -14.9% | +1.6% | -16.5% | -17.6% |
| 1Y | -10.5% | +11.1% | -21.6% | -13.8% |
| All | -10.5% | +9.7% | -20.2% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling