+215.7%
RSP vs ISRG
+537.7%
-322.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.3% | -6.8% | +6.5% | +2.1% |
| 30D | +4.4% | +5.1% | -0.7% | +2.4% |
| 3M | +1.3% | +12.0% | -10.8% | -3.1% |
| 6M | +10.0% | +7.0% | +3.0% | +5.7% |
| YTD | +17.6% | -20.6% | +38.2% | +25.3% |
| 1Y | +19.2% | -21.4% | +40.7% | +27.4% |
| 3Y | +66.0% | +62.0% | +4.0% | +29.6% |
| 5Y | +50.4% | +28.1% | +22.3% | +24.0% |
| 10Y | +215.7% | +550.7% | -335.0% | +59.3% |
| All | +215.7% | +537.7% | -322.0% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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