+500.7%
ISRG vs RCL
+382.5%
+118.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.7% | -3.7% |
| 7D | +4.8% | +6.5% | -1.7% | +3.3% |
| 30D | +9.2% | +15.9% | -6.6% | +5.4% |
| 3M | +21.2% | +2.7% | +18.5% | +19.9% |
| 6M | +0.2% | +15.2% | -15.0% | -3.9% |
| YTD | -20.1% | +19.2% | -39.3% | -24.9% |
| 1Y | -17.3% | +31.6% | -48.9% | -24.4% |
| 3Y | +63.3% | +274.2% | -210.9% | +14.6% |
| 5Y | +24.1% | +250.1% | -226.0% | -16.2% |
| All | +500.7% | +382.5% | +118.2% | +298.7% |
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