-24.4%
ISRG vs RNG
+116.0%
-140.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -5.0% | -4.1% | -1.0% | -4.7% |
| 30D | -10.2% | +8.6% | -18.8% | -10.9% |
| 3M | -17.2% | +78.0% | -95.2% | -21.3% |
| 6M | -28.4% | +67.0% | -95.5% | -32.1% |
| YTD | -37.6% | +142.4% | -180.1% | -43.3% |
| 1Y | -24.4% | +120.4% | -144.9% | -32.0% |
| All | -24.4% | +116.0% | -140.5% | -32.0% |
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 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