+22.1%
ISRG vs RDW
+241.5%
-219.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.5% |
| 7D | +0.7% | +0.9% | -0.2% | +0.6% |
| 30D | -8.0% | -21.3% | +13.3% | -6.7% |
| 3M | -10.6% | -37.9% | +27.3% | -8.5% |
| 6M | -25.1% | +12.3% | -37.4% | -27.8% |
| YTD | -34.8% | +39.7% | -74.6% | -39.1% |
| 1Y | -19.0% | +25.7% | -44.7% | -24.7% |
| 3Y | +22.1% | +230.8% | -208.7% | +1.8% |
| All | +22.1% | +241.5% | -219.4% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling