+45.9%
ISRG vs RBLX
-30.5%
+76.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -5.0% |
| 7D | -5.2% | +10.2% | -15.4% | -6.5% |
| 30D | -7.6% | +18.6% | -26.2% | -10.0% |
| 3M | -16.4% | +6.0% | -22.3% | -18.1% |
| 6M | -28.6% | -29.5% | +0.9% | -26.3% |
| YTD | -38.2% | -44.7% | +6.5% | -34.4% |
| 1Y | -25.5% | -65.1% | +39.6% | -15.8% |
| 3Y | +17.4% | +54.5% | -37.1% | +1.1% |
| 5Y | -3.0% | -46.3% | +43.4% | -12.8% |
| All | +45.9% | -30.5% | +76.5% | +26.5% |
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