+22,229.9%
ISRG vs RBA
+3,153.8%
+19,076.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -3.0% |
| 7D | +4.8% | +4.3% | +0.5% | +3.6% |
| 30D | +9.2% | +16.3% | -7.1% | +4.4% |
| 3M | +21.2% | +1.3% | +19.8% | +20.2% |
| 6M | +0.2% | -11.1% | +11.3% | +2.8% |
| YTD | -20.1% | -8.5% | -11.6% | -19.0% |
| 1Y | -17.3% | -2.1% | -15.2% | -18.0% |
| 3Y | +63.3% | +44.6% | +18.8% | +42.7% |
| 5Y | +24.1% | +36.8% | -12.8% | +7.9% |
| 10Y | +507.0% | +227.3% | +279.6% | +296.6% |
| All | +22,229.9% | +3,153.8% | +19,076.1% | +11,241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling