+22,229.9%
ISRG vs RMD
+3,643.8%
+18,586.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.7% |
| 7D | +4.8% | +2.3% | +2.5% | +4.0% |
| 30D | +9.2% | +4.1% | +5.1% | +7.6% |
| 3M | +21.2% | +5.7% | +15.5% | +18.6% |
| 6M | +0.2% | +12.9% | -12.7% | -4.2% |
| YTD | -20.1% | -1.5% | -18.5% | -19.9% |
| 1Y | -17.3% | -4.8% | -12.6% | -16.2% |
| 3Y | +63.3% | +57.5% | +5.8% | +33.3% |
| 5Y | +24.1% | -5.5% | +29.6% | +21.4% |
| 10Y | +507.0% | +357.8% | +149.2% | +247.2% |
| All | +22,229.9% | +3,643.8% | +18,586.1% | +8,475.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling