-25.5%
ISRG vs RIO
+70.7%
-96.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.1% | -4.6% |
| 7D | -5.2% | +1.9% | -7.1% | -5.4% |
| 30D | -7.6% | +5.0% | -12.5% | -8.1% |
| 3M | -16.4% | +5.1% | -21.5% | -16.4% |
| 6M | -28.6% | +17.6% | -46.2% | -30.7% |
| YTD | -38.2% | +36.3% | -74.5% | -42.5% |
| 1Y | -25.5% | +71.2% | -96.7% | -35.0% |
| All | -25.5% | +70.7% | -96.2% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling