-5.8%
ISRG vs RDDT
+235.7%
-241.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.2% |
| 7D | +0.7% | +2.1% | -1.5% | +0.4% |
| 30D | -8.0% | +2.8% | -10.8% | -8.6% |
| 3M | -10.6% | -8.9% | -1.7% | -10.6% |
| 6M | -25.1% | +15.1% | -40.2% | -27.7% |
| YTD | -34.8% | -31.4% | -3.5% | -33.3% |
| 1Y | -19.0% | -39.4% | +20.4% | -16.3% |
| All | -5.8% | +235.7% | -241.5% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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