+536.3%
ISRG vs RCL
+396.5%
+139.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.0% |
| 7D | +5.4% | +5.0% | +0.5% | +4.3% |
| 30D | +8.6% | +19.4% | -10.8% | +4.0% |
| 3M | +21.6% | +5.9% | +15.6% | +19.4% |
| 6M | +2.3% | +23.8% | -21.5% | -3.5% |
| YTD | -18.7% | +22.8% | -41.5% | -24.2% |
| 1Y | -17.8% | +34.3% | -52.0% | -25.2% |
| 3Y | +69.1% | +276.4% | -207.4% | +18.4% |
| 5Y | +26.5% | +281.6% | -255.1% | -16.2% |
| 10Y | +536.3% | +379.0% | +157.3% | +309.1% |
| All | +536.3% | +396.5% | +139.7% | +309.1% |
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