+23.4%
ISRG vs RIO
+100.4%
-77.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -2.3% | +4.0% | -6.2% | -3.2% |
| 3M | -12.4% | +0.1% | -12.6% | -12.4% |
| 6M | -26.8% | +12.7% | -39.5% | -29.4% |
| YTD | -35.3% | +35.6% | -70.8% | -41.1% |
| 1Y | -19.3% | +73.7% | -93.0% | -32.1% |
| All | +23.4% | +100.4% | -77.1% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling