+22,612.5%
ISRG vs RIO
+2,153.3%
+20,459.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +0.8% |
| 7D | +5.4% | +4.4% | +1.0% | +4.1% |
| 30D | +8.6% | -8.9% | +17.5% | +11.6% |
| 3M | +21.6% | -12.7% | +34.3% | +26.2% |
| 6M | +2.3% | -16.2% | +18.6% | +6.8% |
| YTD | -18.7% | +13.4% | -32.1% | -23.1% |
| 1Y | -17.8% | +30.9% | -48.7% | -25.6% |
| 3Y | +69.1% | +60.2% | +8.9% | +42.1% |
| 5Y | +26.5% | +98.9% | -72.4% | -2.7% |
| 10Y | +536.3% | +381.4% | +154.8% | +263.4% |
| All | +22,612.5% | +2,153.3% | +20,459.2% | +5,856.3% |
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