+356.0%
ISRG vs RMD
+265.7%
+90.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.0% |
| 7D | -5.2% | -4.5% | -0.7% | -3.0% |
| 30D | -7.6% | +4.6% | -12.2% | -9.5% |
| 3M | -16.4% | +14.8% | -31.1% | -21.8% |
| 6M | -28.6% | -12.1% | -16.5% | -24.3% |
| YTD | -38.2% | -7.5% | -30.7% | -36.3% |
| 1Y | -25.5% | -20.1% | -5.4% | -17.8% |
| 3Y | +17.4% | +53.9% | -36.5% | -11.7% |
| 5Y | -3.0% | -22.2% | +19.2% | +2.8% |
| 10Y | +356.0% | +268.2% | +87.7% | +147.8% |
| All | +356.0% | +265.7% | +90.3% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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