+17,983.8%
ISRG vs RRC
+2,629.5%
+15,354.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | -1.6% | +1.3% | -2.9% | -1.8% |
| 30D | -2.3% | +10.1% | -12.4% | -3.9% |
| 3M | -12.4% | +4.0% | -16.4% | -13.3% |
| 6M | -26.8% | +1.6% | -28.4% | -27.4% |
| YTD | -35.3% | +19.7% | -55.0% | -37.7% |
| 1Y | -19.3% | +21.4% | -40.7% | -22.8% |
| 3Y | +18.1% | +29.7% | -11.5% | +10.2% |
| 5Y | +2.6% | +153.9% | -151.2% | -18.3% |
| 10Y | +379.4% | +10.8% | +368.6% | +283.2% |
| All | +17,983.8% | +2,629.5% | +15,354.4% | +6,793.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling