+62.2%
ISRG vs RCL
+278.1%
-215.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.7% |
| 3M | +14.4% | +11.0% | +3.4% | +10.8% |
| 6M | 0.0% | +24.9% | -24.9% | -6.9% |
| YTD | -20.5% | +23.9% | -44.4% | -27.3% |
| 1Y | -21.9% | +30.8% | -52.7% | -30.1% |
| 3Y | +62.2% | +270.4% | -208.2% | +3.9% |
| All | +62.2% | +278.1% | -215.9% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling