+378.3%
ISRG vs RCL
+335.6%
+42.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.6% | -5.1% | +3.5% | -0.4% |
| 30D | -2.3% | -19.0% | +16.7% | +2.8% |
| 3M | -12.4% | -9.6% | -2.9% | -10.5% |
| 6M | -26.8% | -6.7% | -20.1% | -26.2% |
| YTD | -35.3% | -3.9% | -31.3% | -35.7% |
| 1Y | -19.3% | -25.1% | +5.8% | -15.3% |
| 3Y | +18.1% | +179.1% | -161.0% | -10.8% |
| 5Y | +2.6% | +243.3% | -240.7% | -29.8% |
| All | +378.3% | +335.6% | +42.7% | +205.8% |
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