-28.4%
ISRG vs RBRK
+57.6%
-86.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | +1.1% |
| 7D | -5.0% | +1.9% | -6.9% | -5.1% |
| 30D | -10.2% | -9.3% | -0.9% | -9.8% |
| 3M | -17.2% | +23.8% | -41.0% | -19.5% |
| 6M | -28.4% | +55.4% | -83.8% | -33.1% |
| All | -28.4% | +57.6% | -86.1% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 6mo: compounded portfolio wealth divided by compounded RBRK 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…
6mo analysis · Full analysis span regression · 6 months rolling