+550.7%
ISRG vs RL
+347.1%
+203.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | -6.8% | -4.4% | -2.4% | -5.6% |
| 30D | +5.1% | +5.6% | -0.5% | +3.4% |
| 3M | +12.0% | -0.6% | +12.7% | +12.1% |
| 6M | +7.0% | +15.5% | -8.4% | +1.8% |
| YTD | -20.6% | +12.3% | -33.0% | -24.3% |
| 1Y | -21.4% | +19.3% | -40.7% | -26.5% |
| 3Y | +62.0% | +255.5% | -193.5% | +6.6% |
| 5Y | +28.1% | +247.1% | -218.9% | -17.1% |
| 10Y | +550.7% | +346.0% | +204.7% | +275.9% |
| All | +550.7% | +347.1% | +203.6% | +275.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling