+370.1%
ISRG vs ROK
+343.9%
+26.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | -10.2% | -1.8% | -8.4% | -9.5% |
| 3M | -17.2% | -7.2% | -10.0% | -14.9% |
| 6M | -28.4% | +14.2% | -42.6% | -33.8% |
| YTD | -37.6% | +10.6% | -48.2% | -41.8% |
| 1Y | -24.4% | +25.9% | -50.3% | -33.9% |
| 3Y | +18.4% | +50.8% | -32.3% | -9.6% |
| 5Y | -1.0% | +47.0% | -48.0% | -25.6% |
| 10Y | +370.1% | +354.9% | +15.2% | +119.2% |
| All | +370.1% | +343.9% | +26.2% | +119.2% |
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