-10.5%
ISRG vs RBLX
-53.0%
+42.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.5% | +0.9% | +8.5% |
| 7D | +8.5% | -7.5% | +16.0% | +9.0% |
| 30D | +18.6% | +10.6% | +8.0% | +17.5% |
| 3M | +30.9% | +33.3% | -2.4% | +27.4% |
| 6M | +6.6% | +3.7% | +2.9% | +4.9% |
| YTD | -14.9% | -39.1% | +24.3% | -15.8% |
| 1Y | -10.5% | -52.6% | +42.1% | -10.8% |
| All | -10.5% | -53.0% | +42.5% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 1y: compounded portfolio wealth divided by compounded RBLX 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…
1y analysis · Full analysis span regression · 6 months rolling