+55.7%
ISRG vs RSG
+66.5%
-10.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.8% |
| 7D | -6.1% | +1.4% | -7.5% | -6.7% |
| 30D | +4.2% | +15.0% | -10.8% | -2.4% |
| 3M | +9.6% | +18.5% | -8.8% | +1.2% |
| 6M | +1.9% | +25.8% | -23.9% | -8.6% |
| YTD | -22.3% | +20.8% | -43.1% | -29.4% |
| 1Y | -23.2% | +24.8% | -48.0% | -31.5% |
| All | +55.7% | +66.5% | -10.7% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling