-1.0%
ISRG vs RRX
+16.5%
-17.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.5% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | -10.2% | -8.0% | -2.2% | -8.5% |
| 3M | -17.2% | -25.1% | +7.9% | -12.5% |
| 6M | -28.4% | -18.3% | -10.2% | -27.1% |
| YTD | -37.6% | +14.2% | -51.8% | -43.1% |
| 1Y | -24.4% | +13.0% | -37.5% | -31.4% |
| 3Y | +18.4% | +4.2% | +14.3% | +5.4% |
| 5Y | -1.0% | +17.9% | -18.8% | -17.3% |
| All | -1.0% | +16.5% | -17.5% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling