+539.2%
ISRG vs RRX
+200.5%
+338.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.5% |
| 7D | -2.0% | +4.3% | -6.4% | -3.4% |
| 30D | +5.6% | +12.3% | -6.8% | +0.9% |
| 3M | +10.5% | +3.7% | +6.9% | +8.0% |
| 6M | +2.6% | -13.9% | +16.5% | +4.0% |
| YTD | -21.7% | +26.5% | -48.1% | -32.9% |
| 1Y | -21.6% | +29.3% | -50.9% | -33.5% |
| 3Y | +57.0% | +65.6% | -8.5% | +11.6% |
| 5Y | +25.0% | +10.6% | +14.3% | +1.8% |
| All | +539.2% | +200.5% | +338.7% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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