+356.0%
ISRG vs RRC
+7.9%
+348.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.5% |
| 7D | -5.2% | -1.2% | -4.0% | -5.1% |
| 30D | -7.6% | +9.4% | -17.0% | -8.4% |
| 3M | -16.4% | +7.4% | -23.7% | -17.1% |
| 6M | -28.6% | +1.5% | -30.0% | -28.9% |
| YTD | -38.2% | +19.4% | -57.6% | -39.6% |
| 1Y | -25.5% | +24.2% | -49.7% | -27.6% |
| 3Y | +17.4% | +32.8% | -15.4% | +12.6% |
| 5Y | -3.0% | +152.9% | -155.9% | -13.4% |
| 10Y | +356.0% | +3.9% | +352.1% | +267.8% |
| All | +356.0% | +7.9% | +348.1% | +267.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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