+374.7%
ISRG vs RNG
+223.4%
+151.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | -2.5% | -9.6% | +7.1% | -0.4% |
| 30D | -10.2% | +8.8% | -19.0% | -11.9% |
| 3M | -12.5% | +78.6% | -91.1% | -23.8% |
| 6M | -25.8% | +70.3% | -96.1% | -35.7% |
| YTD | -36.4% | +140.3% | -176.7% | -50.1% |
| 1Y | -19.9% | +126.6% | -146.5% | -36.7% |
| 3Y | +20.9% | +120.2% | -99.3% | -8.8% |
| 5Y | +5.7% | -68.3% | +74.0% | +19.3% |
| All | +374.7% | +223.4% | +151.3% | +183.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling