+21,775.7%
ISRG vs RSG
+4,134.4%
+17,641.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.0% | +2.5% | -4.5% | -3.2% |
| 30D | +5.6% | +12.7% | -7.2% | -0.3% |
| 3M | +10.5% | +17.9% | -7.4% | +2.2% |
| 6M | +2.6% | +25.0% | -22.4% | -7.9% |
| YTD | -21.7% | +20.8% | -42.5% | -28.8% |
| 1Y | -21.6% | +24.3% | -45.8% | -29.7% |
| 3Y | +57.0% | +65.3% | -8.2% | +22.6% |
| 5Y | +25.0% | +99.1% | -74.1% | -10.5% |
| 10Y | +542.1% | +452.4% | +89.7% | +200.7% |
| All | +21,775.7% | +4,134.4% | +17,641.3% | +7,014.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling