+17,983.8%
ISRG vs RBA
+2,806.6%
+15,177.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -1.6% | -2.9% | +1.3% | -0.7% |
| 30D | -2.3% | -12.3% | +10.0% | +1.4% |
| 3M | -12.4% | -20.5% | +8.1% | -6.9% |
| 6M | -26.8% | -18.5% | -8.3% | -23.0% |
| YTD | -35.3% | -18.2% | -17.0% | -32.1% |
| 1Y | -19.3% | -27.5% | +8.2% | -12.5% |
| 3Y | +18.1% | +38.1% | -19.9% | +4.7% |
| 5Y | +2.6% | +44.8% | -42.2% | -12.1% |
| 10Y | +379.4% | +187.1% | +192.3% | +225.9% |
| All | +17,983.8% | +2,806.6% | +15,177.3% | +9,412.1% |
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