+23,054.5%
ISRG vs RCAT
-100.0%
+23,154.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +18.6% | -22.0% | -3.4% |
| 7D | +4.8% | -12.7% | +17.6% | +4.8% |
| 30D | +9.2% | -34.3% | +43.5% | +9.2% |
| 3M | +21.2% | -53.4% | +74.6% | +21.2% |
| 6M | +0.2% | -62.0% | +62.2% | +0.2% |
| YTD | -20.1% | -49.1% | +29.0% | -20.0% |
| 1Y | -17.3% | -53.1% | +35.8% | -17.3% |
| 3Y | +63.3% | +318.7% | -255.3% | +63.5% |
| 5Y | +24.1% | +48.5% | -24.5% | +24.2% |
| 10Y | +507.0% | -99.6% | +606.6% | +524.3% |
| All | +23,054.5% | -100.0% | +23,154.5% | +26,457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling