+17,983.8%
ISRG vs ROK
+5,217.2%
+12,766.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.4% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -2.3% | -3.3% | +1.0% | -0.9% |
| 3M | -12.4% | -5.9% | -6.6% | -10.7% |
| 6M | -26.8% | +13.9% | -40.7% | -31.8% |
| YTD | -35.3% | +12.6% | -47.8% | -39.6% |
| 1Y | -19.3% | +28.6% | -47.9% | -29.1% |
| 3Y | +18.1% | +45.1% | -27.0% | -5.4% |
| 5Y | +2.6% | +45.6% | -42.9% | -19.3% |
| 10Y | +379.4% | +345.0% | +34.4% | +125.4% |
| All | +17,983.8% | +5,217.2% | +12,766.6% | +3,317.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling