+0.2%
ISRG vs RVTY
+66.1%
-65.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.2% | -3.8% |
| 7D | +4.8% | -1.2% | +6.0% | +4.8% |
| 30D | +9.2% | +1.0% | +8.2% | +8.8% |
| 3M | +21.2% | +35.8% | -14.7% | +13.1% |
| 6M | +0.2% | +56.7% | -56.5% | -11.0% |
| All | +0.2% | +66.1% | -65.8% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling