-10.5%
ISRG vs RL
+34.3%
-44.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.5% | +4.9% | +8.2% |
| 7D | +8.5% | +5.8% | +2.8% | +7.0% |
| 30D | +18.6% | +12.7% | +5.9% | +15.1% |
| 3M | +30.9% | +9.3% | +21.6% | +27.8% |
| 6M | +6.6% | +16.9% | -10.3% | +3.3% |
| YTD | -14.9% | +17.5% | -32.3% | -18.5% |
| 1Y | -10.5% | +34.6% | -45.2% | -20.6% |
| All | -10.5% | +34.3% | -44.9% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling