+370.1%
ISRG vs RIO
+605.0%
-234.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -5.0% | +1.0% | -6.0% | -5.3% |
| 30D | -10.2% | +4.0% | -14.2% | -11.5% |
| 3M | -17.2% | +4.5% | -21.7% | -18.8% |
| 6M | -28.4% | +17.3% | -45.8% | -33.1% |
| YTD | -37.6% | +36.2% | -73.8% | -45.1% |
| 1Y | -24.4% | +76.1% | -100.6% | -39.6% |
| 3Y | +18.4% | +102.5% | -84.1% | -11.7% |
| 5Y | -1.0% | +103.5% | -104.5% | -28.7% |
| 10Y | +370.1% | +619.2% | -249.0% | +131.9% |
| All | +370.1% | +605.0% | -234.8% | +131.9% |
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