+537.3%
ISRG vs ROL
+211.1%
+326.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.1% |
| 7D | +2.1% | +3.4% | -1.3% | +0.6% |
| 30D | +6.2% | +20.8% | -14.6% | -3.2% |
| 3M | +14.4% | +3.7% | +10.7% | +11.9% |
| 6M | 0.0% | -27.7% | +27.7% | +16.4% |
| YTD | -20.5% | -34.9% | +14.4% | -3.2% |
| 1Y | -21.9% | -33.3% | +11.4% | -6.0% |
| 3Y | +62.2% | +4.3% | +57.9% | +53.1% |
| 5Y | +25.2% | +15.0% | +10.2% | +9.6% |
| 10Y | +537.3% | +214.7% | +322.6% | +266.3% |
| All | +537.3% | +211.1% | +326.2% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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