+19.2%
ISRG vs RL
+212.5%
-193.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.9% | -1.4% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | -2.3% | -7.8% | +5.5% | 0.0% |
| 3M | -12.4% | -4.0% | -8.4% | -11.5% |
| 6M | -26.8% | -1.9% | -24.9% | -27.0% |
| YTD | -35.3% | -0.2% | -35.1% | -35.9% |
| 1Y | -19.3% | +10.7% | -30.0% | -22.9% |
| All | +19.2% | +212.5% | -193.3% | -16.5% |
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