+550.7%
ISRG vs RCL
+368.0%
+182.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -6.8% | +0.6% | -7.4% | -6.9% |
| 30D | +5.1% | +19.4% | -14.3% | +0.6% |
| 3M | +12.0% | +9.8% | +2.3% | +9.1% |
| 6M | +7.0% | +28.6% | -21.6% | -0.1% |
| YTD | -20.6% | +22.2% | -42.8% | -25.9% |
| 1Y | -21.4% | +29.7% | -51.2% | -27.9% |
| 3Y | +62.0% | +265.3% | -203.3% | +14.2% |
| 5Y | +28.1% | +301.8% | -273.6% | -16.1% |
| 10Y | +550.7% | +360.5% | +190.2% | +312.8% |
| All | +550.7% | +368.0% | +182.7% | +312.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling