+356.0%
ISRG vs RVTY
+140.1%
+215.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.3% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | -7.6% | +10.8% | -18.4% | -12.3% |
| 3M | -16.4% | +26.8% | -43.1% | -26.2% |
| 6M | -28.6% | +39.3% | -67.9% | -40.5% |
| YTD | -38.2% | +31.6% | -69.8% | -47.4% |
| 1Y | -25.5% | +47.7% | -73.2% | -40.9% |
| 3Y | +17.4% | +19.9% | -2.5% | -2.9% |
| 5Y | -3.0% | -32.3% | +29.4% | +11.9% |
| 10Y | +356.0% | +138.4% | +217.5% | +133.8% |
| All | +356.0% | +140.1% | +215.9% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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