+537.3%
ISRG vs RCL
+381.8%
+155.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.1% | -2.5% |
| 7D | +2.1% | +8.5% | -6.4% | +0.2% |
| 30D | +6.2% | +20.4% | -14.3% | +1.4% |
| 3M | +14.4% | +11.0% | +3.4% | +11.1% |
| 6M | 0.0% | +24.9% | -24.9% | -5.9% |
| YTD | -20.5% | +23.9% | -44.4% | -26.1% |
| 1Y | -21.9% | +30.8% | -52.7% | -28.5% |
| 3Y | +62.2% | +270.4% | -208.2% | +13.9% |
| 5Y | +25.2% | +296.1% | -270.9% | -17.7% |
| 10Y | +537.3% | +375.0% | +162.3% | +305.1% |
| All | +537.3% | +381.8% | +155.5% | +305.1% |
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