-23.2%
ISRG vs RIO
+23.2%
-46.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.2% | -2.0% |
| 7D | -6.1% | +0.1% | -6.3% | -6.1% |
| 30D | +4.2% | -10.5% | +14.7% | +4.4% |
| 3M | +9.6% | -15.9% | +25.5% | +9.8% |
| 6M | +1.9% | -22.3% | +24.1% | +3.5% |
| YTD | -22.3% | +9.3% | -31.7% | -24.7% |
| 1Y | -23.2% | +23.0% | -46.2% | -27.0% |
| All | -23.2% | +23.2% | -46.4% | -27.0% |
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