+53.9%
ISRG vs RBLX
-29.5%
+83.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.2% |
| 7D | +0.7% | +5.1% | -4.4% | -0.1% |
| 30D | -8.0% | +28.0% | -36.0% | -11.3% |
| 3M | -10.6% | +4.6% | -15.2% | -12.3% |
| 6M | -25.1% | -24.7% | -0.4% | -23.5% |
| YTD | -34.8% | -43.8% | +9.0% | -31.0% |
| 1Y | -19.0% | -65.8% | +46.8% | -8.2% |
| 3Y | +22.1% | +59.4% | -37.3% | +4.6% |
| 5Y | +8.2% | -48.2% | +56.4% | -2.6% |
| All | +53.9% | -29.5% | +83.3% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling