+215.6%
RSP vs ISRG
+524.5%
-309.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.7% |
| 7D | +0.4% | +5.4% | -5.0% | -1.5% |
| 30D | +3.7% | +8.6% | -4.9% | +0.6% |
| 3M | +0.8% | +21.6% | -20.8% | -6.3% |
| 6M | +9.1% | +2.3% | +6.8% | +6.5% |
| YTD | +16.7% | -18.7% | +35.4% | +23.4% |
| 1Y | +19.7% | -17.8% | +37.4% | +25.8% |
| 3Y | +66.7% | +69.1% | -2.4% | +28.2% |
| 5Y | +48.7% | +26.5% | +22.2% | +23.5% |
| 10Y | +215.6% | +536.3% | -320.7% | +60.6% |
| All | +215.6% | +524.5% | -309.0% | +60.6% |
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