+356.0%
ISRG vs RBA
+182.6%
+173.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -3.9% |
| 7D | -5.2% | -1.1% | -4.1% | -4.8% |
| 30D | -7.6% | -13.2% | +5.7% | -3.3% |
| 3M | -16.4% | -21.4% | +5.0% | -10.1% |
| 6M | -28.6% | -20.9% | -7.7% | -23.6% |
| YTD | -38.2% | -19.9% | -18.3% | -34.4% |
| 1Y | -25.5% | -28.7% | +3.2% | -17.9% |
| 3Y | +17.4% | +27.4% | -10.0% | +4.8% |
| 5Y | -3.0% | +41.7% | -44.7% | -19.0% |
| 10Y | +356.0% | +189.6% | +166.4% | +180.8% |
| All | +356.0% | +182.6% | +173.4% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling