+23.9%
ISRG vs RIO
+94.1%
-70.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.0% | -3.5% |
| 7D | +4.8% | +2.2% | +2.6% | +4.3% |
| 30D | +9.2% | -10.1% | +19.4% | +12.1% |
| 3M | +21.2% | -14.1% | +35.3% | +25.4% |
| 6M | +0.2% | -18.9% | +19.1% | +4.9% |
| YTD | -20.1% | +9.9% | -30.0% | -24.0% |
| 1Y | -17.3% | +27.0% | -44.3% | -24.9% |
| 3Y | +63.3% | +50.1% | +13.2% | +38.5% |
| All | +23.9% | +94.1% | -70.2% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling