+386.2%
ISRG vs RSG
+428.9%
-42.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.7% | +1.9% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -8.0% | +4.0% | -12.0% | -10.5% |
| 3M | -10.6% | +7.4% | -18.0% | -15.2% |
| 6M | -25.1% | +0.1% | -25.2% | -25.7% |
| YTD | -34.8% | +6.0% | -40.8% | -38.1% |
| 1Y | -19.0% | -3.0% | -16.0% | -18.2% |
| 3Y | +22.1% | +56.5% | -34.4% | -15.6% |
| 5Y | +8.2% | +90.9% | -82.7% | -36.5% |
| All | +386.2% | +428.9% | -42.8% | +58.7% |
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