-25.5%
ISRG vs ROL
-37.3%
+11.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -3.5% |
| 7D | -5.2% | -3.4% | -1.7% | -3.9% |
| 30D | -7.6% | -6.9% | -0.6% | -5.1% |
| 3M | -16.4% | -24.6% | +8.3% | -7.2% |
| 6M | -28.6% | -39.5% | +11.0% | -15.3% |
| YTD | -38.2% | -41.1% | +2.9% | -26.2% |
| 1Y | -25.5% | -37.9% | +12.4% | -10.8% |
| All | -25.5% | -37.3% | +11.8% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling