+17,983.8%
ISRG vs RVTY
+514.4%
+17,469.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | -2.3% | +13.2% | -15.5% | -6.9% |
| 3M | -12.4% | +27.2% | -39.7% | -20.5% |
| 6M | -26.8% | +32.4% | -59.2% | -34.9% |
| YTD | -35.3% | +34.9% | -70.1% | -43.1% |
| 1Y | -19.3% | +52.4% | -71.7% | -32.6% |
| 3Y | +18.1% | +12.3% | +5.9% | +6.6% |
| 5Y | +2.6% | -30.8% | +33.5% | +10.3% |
| 10Y | +379.4% | +150.7% | +228.8% | +225.2% |
| All | +17,983.8% | +514.4% | +17,469.4% | +8,382.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling