+22,229.9%
ISRG vs ROL
+6,937.4%
+15,292.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.3% |
| 7D | +4.8% | +9.5% | -4.7% | +0.4% |
| 30D | +9.2% | +22.9% | -13.7% | -1.3% |
| 3M | +21.2% | +3.5% | +17.6% | +18.5% |
| 6M | +0.2% | -29.4% | +29.6% | +17.6% |
| YTD | -20.1% | -36.1% | +16.0% | -2.1% |
| 1Y | -17.3% | -34.4% | +17.0% | -0.2% |
| 3Y | +63.3% | +4.0% | +59.3% | +55.4% |
| 5Y | +24.1% | +13.2% | +10.8% | +11.3% |
| 10Y | +507.0% | +219.7% | +287.3% | +215.6% |
| All | +22,229.9% | +6,937.4% | +15,292.4% | +1,994.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling