-10.5%
ISRG vs RNG
+179.4%
-189.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.2% | +9.6% | +9.4% |
| 7D | +8.5% | -9.6% | +18.1% | +9.5% |
| 30D | +18.6% | -1.4% | +20.0% | +18.6% |
| 3M | +30.9% | +28.8% | +2.1% | +27.6% |
| 6M | +6.6% | +65.6% | -59.0% | +1.1% |
| YTD | -14.9% | +171.4% | -186.3% | -23.9% |
| 1Y | -10.5% | +185.3% | -195.8% | -23.1% |
| All | -10.5% | +179.4% | -189.9% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling