+63.3%
ISRG vs RL
+240.1%
-176.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.9% |
| 7D | +4.8% | -4.2% | +9.0% | +6.2% |
| 30D | +9.2% | +4.3% | +5.0% | +8.0% |
| 3M | +21.2% | -4.6% | +25.8% | +22.8% |
| 6M | +0.2% | +1.7% | -1.5% | -0.5% |
| YTD | -20.1% | +7.3% | -27.4% | -22.4% |
| 1Y | -17.3% | +20.8% | -38.1% | -22.8% |
| 3Y | +63.3% | +247.0% | -183.6% | +25.2% |
| All | +63.3% | +240.1% | -176.7% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling