-1.0%
ISRG vs RSG
+90.2%
-91.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -10.2% | +3.7% | -13.9% | -12.1% |
| 3M | -17.2% | +6.2% | -23.4% | -20.3% |
| 6M | -28.4% | -2.8% | -25.7% | -27.4% |
| YTD | -37.6% | +5.9% | -43.5% | -40.3% |
| 1Y | -24.4% | -1.8% | -22.7% | -24.1% |
| 3Y | +18.4% | +57.5% | -39.0% | -16.5% |
| 5Y | -1.0% | +91.1% | -92.0% | -41.8% |
| All | -1.0% | +90.2% | -91.2% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling