+22,229.9%
ISRG vs RCL
+2,097.4%
+20,132.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.7% | -3.7% |
| 7D | +4.8% | +6.5% | -1.7% | +3.1% |
| 30D | +9.2% | +15.9% | -6.6% | +5.0% |
| 3M | +21.2% | +2.7% | +18.5% | +19.7% |
| 6M | +0.2% | +15.2% | -15.0% | -4.3% |
| YTD | -20.1% | +19.2% | -39.3% | -25.4% |
| 1Y | -17.3% | +31.6% | -48.9% | -25.1% |
| 3Y | +63.3% | +274.2% | -210.9% | +10.0% |
| 5Y | +24.1% | +250.1% | -226.0% | -19.7% |
| 10Y | +507.0% | +388.4% | +118.5% | +198.5% |
| All | +22,229.9% | +2,097.4% | +20,132.4% | +6,428.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling