+22,068.6%
ISRG vs RBA
+3,228.6%
+18,840.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -6.8% | +0.6% | -7.4% | -6.9% |
| 30D | +5.1% | +9.0% | -3.8% | +2.4% |
| 3M | +12.0% | +7.2% | +4.9% | +9.4% |
| 6M | +7.0% | -7.8% | +14.8% | +8.6% |
| YTD | -20.6% | -6.4% | -14.3% | -20.2% |
| 1Y | -21.4% | -4.2% | -17.3% | -21.6% |
| 3Y | +62.0% | +64.1% | -2.1% | +36.8% |
| 5Y | +28.1% | +48.4% | -20.3% | +8.9% |
| 10Y | +550.7% | +209.9% | +340.8% | +331.7% |
| All | +22,068.6% | +3,228.6% | +18,840.0% | +11,084.2% |
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