+533.8%
ISRG vs RJF
+323.5%
+210.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -6.1% | +1.5% | -7.6% | -6.7% |
| 30D | +4.2% | +6.7% | -2.5% | +1.3% |
| 3M | +9.6% | -7.3% | +17.0% | +13.5% |
| 6M | +1.9% | +9.8% | -7.9% | -2.4% |
| YTD | -22.3% | +5.6% | -28.0% | -24.8% |
| 1Y | -23.2% | +2.3% | -25.4% | -24.5% |
| 3Y | +58.5% | +73.6% | -15.1% | +20.0% |
| 5Y | +23.9% | +79.9% | -55.9% | -9.5% |
| All | +533.8% | +323.5% | +210.3% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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