+17,983.8%
ISRG vs RIO
+2,593.6%
+15,390.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 3M | -12.4% | +0.1% | -12.6% | -12.9% |
| 6M | -26.8% | +12.7% | -39.5% | -30.1% |
| YTD | -35.3% | +35.6% | -70.8% | -41.8% |
| 1Y | -19.3% | +73.7% | -93.0% | -32.9% |
| 3Y | +18.1% | +93.3% | -75.2% | -6.1% |
| 5Y | +2.6% | +92.4% | -89.8% | -20.2% |
| 10Y | +379.4% | +606.9% | -227.5% | +144.2% |
| All | +17,983.8% | +2,593.6% | +15,390.2% | +4,405.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling