+533.8%
ISRG vs RIO
+356.2%
+177.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.2% | -1.5% |
| 7D | -6.1% | +0.1% | -6.3% | -6.2% |
| 30D | +4.2% | -10.5% | +14.7% | +8.2% |
| 3M | +9.6% | -15.9% | +25.5% | +15.9% |
| 6M | +1.9% | -22.3% | +24.1% | +10.0% |
| YTD | -22.3% | +9.3% | -31.7% | -26.7% |
| 1Y | -23.2% | +23.0% | -46.2% | -30.7% |
| 3Y | +58.5% | +52.1% | +6.5% | +29.5% |
| 5Y | +23.9% | +88.9% | -64.9% | -10.2% |
| All | +533.8% | +356.2% | +177.6% | +231.1% |
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