+17,983.8%
ISRG vs RL
+3,176.5%
+14,807.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.9% | -1.5% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | -2.3% | -7.8% | +5.5% | +0.2% |
| 3M | -12.4% | -4.0% | -8.4% | -11.5% |
| 6M | -26.8% | -1.9% | -24.9% | -27.2% |
| YTD | -35.3% | -0.2% | -35.1% | -36.1% |
| 1Y | -19.3% | +10.7% | -30.0% | -23.2% |
| 3Y | +18.1% | +210.8% | -192.6% | -21.8% |
| 5Y | +2.6% | +238.2% | -235.6% | -35.5% |
| 10Y | +379.4% | +313.4% | +66.1% | +153.8% |
| All | +17,983.8% | +3,176.5% | +14,807.3% | +5,834.3% |
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