+23.9%
ISRG vs RIOT
-50.8%
+74.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +13.2% | -16.6% | -4.8% |
| 7D | +4.8% | +30.4% | -25.6% | +1.4% |
| 30D | +9.2% | -9.9% | +19.1% | +9.8% |
| 3M | +21.2% | -21.2% | +42.4% | +22.8% |
| 6M | +0.2% | -29.5% | +29.7% | +1.6% |
| YTD | -20.1% | +31.9% | -51.9% | -26.6% |
| 1Y | -17.3% | -3.6% | -13.7% | -21.3% |
| 3Y | +63.3% | +51.8% | +11.5% | +30.3% |
| All | +23.9% | -50.8% | +74.7% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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