+798.1%
ISRG vs RNG
+327.7%
+470.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.0% | -0.1% |
| 7D | -1.6% | +5.8% | -7.4% | -2.8% |
| 30D | -2.3% | +19.6% | -21.9% | -5.9% |
| 3M | -12.4% | +67.0% | -79.5% | -22.0% |
| 6M | -26.8% | +88.4% | -115.2% | -37.3% |
| YTD | -35.3% | +155.5% | -190.7% | -48.9% |
| 1Y | -19.3% | +141.7% | -161.0% | -35.9% |
| 3Y | +18.1% | +131.1% | -112.9% | -9.6% |
| 5Y | +2.6% | -70.6% | +73.2% | +13.7% |
| 10Y | +379.4% | +228.2% | +151.2% | +223.1% |
| All | +798.1% | +327.7% | +470.4% | +481.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling