+2.0%
ISRG vs RCAT
+183.7%
-181.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.8% |
| 7D | -1.6% | -1.4% | -0.2% | -1.5% |
| 30D | -2.3% | -3.3% | +1.1% | -2.2% |
| 3M | -12.4% | -43.2% | +30.8% | -11.1% |
| 6M | -26.8% | -43.2% | +16.3% | -26.1% |
| YTD | -35.3% | +5.5% | -40.8% | -36.4% |
| 1Y | -19.3% | -1.6% | -17.7% | -21.3% |
| 3Y | +18.1% | +773.7% | -755.6% | +4.8% |
| All | +2.0% | +183.7% | -181.7% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 5y: compounded portfolio wealth divided by compounded RCAT 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…
5y analysis · Full analysis span regression · 6 months rolling