-23.2%
ISRG vs RCL
+24.4%
-47.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.4% |
| 7D | -6.1% | -0.2% | -5.9% | -6.1% |
| 30D | +4.2% | +14.4% | -10.2% | +2.0% |
| 3M | +9.6% | +5.2% | +4.5% | +9.0% |
| 6M | +1.9% | +26.1% | -24.3% | -2.1% |
| YTD | -22.3% | +17.4% | -39.7% | -25.2% |
| 1Y | -23.2% | +24.7% | -47.8% | -26.6% |
| All | -23.2% | +24.4% | -47.5% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling