+23,005.1%
ISRG vs RL
+3,472.0%
+19,533.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.5% | -0.4% |
| 7D | +4.4% | -4.7% | +9.1% | +6.1% |
| 30D | +15.8% | +3.6% | +12.2% | +14.4% |
| 3M | +24.9% | +0.5% | +24.3% | +24.4% |
| 6M | +3.8% | +6.6% | -2.8% | +0.8% |
| YTD | -17.3% | +8.8% | -26.1% | -20.6% |
| 1Y | -14.6% | +21.8% | -36.3% | -21.1% |
| 3Y | +68.2% | +245.8% | -177.6% | +7.6% |
| 5Y | +28.4% | +230.0% | -201.6% | -18.3% |
| 10Y | +528.0% | +369.4% | +158.6% | +219.0% |
| All | +23,005.1% | +3,472.0% | +19,533.1% | +7,265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling