+539.2%
ISRG vs RCL
+340.1%
+199.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -2.0% | -1.2% | -0.8% | -1.8% |
| 30D | +5.6% | +17.8% | -12.3% | +1.4% |
| 3M | +10.5% | +4.9% | +5.6% | +8.9% |
| 6M | +2.6% | +23.7% | -21.1% | -3.3% |
| YTD | -21.7% | +17.8% | -39.5% | -26.3% |
| 1Y | -21.6% | +28.9% | -50.5% | -27.9% |
| 3Y | +57.0% | +241.9% | -184.8% | +12.4% |
| 5Y | +25.0% | +295.4% | -270.4% | -17.8% |
| All | +539.2% | +340.1% | +199.0% | +311.0% |
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