-23.2%
ISRG vs RRX
+36.1%
-59.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -2.1% |
| 7D | -6.1% | +12.6% | -18.7% | -6.4% |
| 30D | +4.2% | +10.6% | -6.3% | +3.8% |
| 3M | +9.6% | +4.6% | +5.0% | +9.4% |
| 6M | +1.9% | -13.6% | +15.5% | +2.0% |
| YTD | -22.3% | +29.4% | -51.7% | -26.9% |
| 1Y | -23.2% | +31.9% | -55.1% | -28.3% |
| All | -23.2% | +36.1% | -59.2% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling