+533.8%
ISRG vs RRX
+207.5%
+326.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.8% |
| 7D | -6.1% | +12.6% | -18.7% | -9.7% |
| 30D | +4.2% | +10.6% | -6.3% | +0.1% |
| 3M | +9.6% | +4.6% | +5.0% | +6.9% |
| 6M | +1.9% | -13.6% | +15.5% | +3.2% |
| YTD | -22.3% | +29.4% | -51.7% | -33.9% |
| 1Y | -23.2% | +31.9% | -55.1% | -35.3% |
| 3Y | +58.5% | +68.3% | -9.7% | +12.2% |
| 5Y | +23.9% | +13.2% | +10.7% | +0.3% |
| All | +533.8% | +207.5% | +326.4% | +207.3% |
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