+22,612.5%
ISRG vs RRC
+3,082.2%
+19,530.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +5.4% | -10.3% | +15.7% | +7.3% |
| 30D | +8.6% | +19.5% | -10.8% | +4.9% |
| 3M | +21.6% | +27.9% | -6.3% | +15.9% |
| 6M | +2.3% | +21.2% | -18.8% | -1.9% |
| YTD | -18.7% | +39.6% | -58.2% | -24.2% |
| 1Y | -17.8% | +31.3% | -49.0% | -22.7% |
| 3Y | +69.1% | +51.9% | +17.1% | +52.9% |
| 5Y | +26.5% | +110.2% | -83.7% | +4.0% |
| 10Y | +536.3% | +56.7% | +479.6% | +373.6% |
| All | +22,612.5% | +3,082.2% | +19,530.3% | +8,284.4% |
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