+2.0%
ISRG vs RIO
+93.6%
-91.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -2.3% | +4.0% | -6.2% | -3.3% |
| 3M | -12.4% | +0.1% | -12.6% | -12.7% |
| 6M | -26.8% | +12.7% | -39.5% | -29.7% |
| YTD | -35.3% | +35.6% | -70.8% | -41.3% |
| 1Y | -19.3% | +73.7% | -93.0% | -32.1% |
| 3Y | +18.1% | +93.3% | -75.2% | -5.2% |
| All | +2.0% | +93.6% | -91.6% | -18.7% |
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