+370.1%
ISRG vs RJF
+428.4%
-58.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | -10.2% | -2.0% | -8.2% | -9.4% |
| 3M | -17.2% | +16.3% | -33.5% | -22.5% |
| 6M | -28.4% | +16.9% | -45.3% | -33.3% |
| YTD | -37.6% | +10.4% | -48.1% | -40.7% |
| 1Y | -24.4% | +7.4% | -31.9% | -27.4% |
| 3Y | +18.4% | +72.2% | -53.8% | -9.5% |
| 5Y | -1.0% | +105.1% | -106.1% | -31.1% |
| 10Y | +370.1% | +430.9% | -60.8% | +144.2% |
| All | +370.1% | +428.4% | -58.3% | +144.2% |
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