+533.8%
ISRG vs RSG
+452.6%
+81.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -3.2% |
| 7D | -6.1% | +1.4% | -7.5% | -7.1% |
| 30D | +4.2% | +15.0% | -10.8% | -5.7% |
| 3M | +9.6% | +18.5% | -8.8% | -3.0% |
| 6M | +1.9% | +25.8% | -23.9% | -13.9% |
| YTD | -22.3% | +20.8% | -43.1% | -32.9% |
| 1Y | -23.2% | +24.8% | -48.0% | -35.3% |
| 3Y | +58.5% | +65.9% | -7.4% | +5.3% |
| 5Y | +23.9% | +99.1% | -75.1% | -29.3% |
| All | +533.8% | +452.6% | +81.2% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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