-16.4%
ISRG vs RDW
-42.0%
+25.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.6% | -11.2% | -4.4% |
| 7D | -5.2% | +9.5% | -14.6% | -5.1% |
| 30D | -7.6% | -17.4% | +9.8% | -7.6% |
| 3M | -16.4% | -39.5% | +23.2% | -19.0% |
| All | -16.4% | -42.0% | +25.6% | -19.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling