+17.0%
RSP vs ISRG
-25.0%
+42.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.5% |
| 7D | -0.4% | -5.2% | +4.8% | +0.2% |
| 30D | -1.5% | -7.6% | +6.0% | -0.6% |
| 3M | +4.8% | -16.4% | +21.1% | +6.8% |
| 6M | +10.3% | -28.6% | +38.8% | +14.7% |
| YTD | +14.1% | -38.2% | +52.2% | +20.4% |
| 1Y | +17.0% | -25.5% | +42.5% | +21.5% |
| All | +17.0% | -25.0% | +42.0% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling