+537.3%
ISRG vs ROK
+270.1%
+267.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -3.2% |
| 7D | +2.1% | -11.0% | +13.1% | +7.0% |
| 30D | +6.2% | -8.2% | +14.3% | +9.5% |
| 3M | +14.4% | -8.5% | +22.9% | +17.8% |
| 6M | 0.0% | -12.0% | +12.0% | +3.9% |
| YTD | -20.5% | +3.1% | -23.6% | -24.3% |
| 1Y | -21.9% | +2.9% | -24.8% | -25.6% |
| 3Y | +62.2% | +60.7% | +1.5% | +17.5% |
| 5Y | +25.2% | +29.5% | -4.3% | -1.3% |
| 10Y | +537.3% | +262.6% | +274.7% | +189.8% |
| All | +537.3% | +270.1% | +267.2% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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