+23.9%
ISRG vs RBA
+37.7%
-13.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -2.9% |
| 7D | +4.8% | +4.3% | +0.5% | +3.5% |
| 30D | +9.2% | +16.3% | -7.1% | +4.0% |
| 3M | +21.2% | +1.3% | +19.8% | +20.2% |
| 6M | +0.2% | -11.1% | +11.3% | +3.1% |
| YTD | -20.1% | -8.5% | -11.6% | -19.0% |
| 1Y | -17.3% | -2.1% | -15.2% | -18.3% |
| 3Y | +63.3% | +44.6% | +18.8% | +40.1% |
| All | +23.9% | +37.7% | -13.8% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling