+84.9%
ISRG vs RBLX
-22.6%
+107.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.3% |
| 7D | -2.0% | +1.2% | -3.3% | -2.2% |
| 30D | +5.6% | +5.0% | +0.6% | +4.5% |
| 3M | +10.5% | +31.5% | -21.0% | +5.5% |
| 6M | +2.6% | +18.9% | -16.3% | -1.9% |
| YTD | -21.7% | -38.4% | +16.7% | -18.7% |
| 1Y | -21.6% | -50.7% | +29.2% | -15.9% |
| 3Y | +57.0% | +28.8% | +28.2% | +39.1% |
| 5Y | +25.0% | -53.6% | +78.6% | +11.1% |
| All | +84.9% | -22.6% | +107.5% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling