+64.8%
RSP vs ISRG
+54.2%
+10.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.4% |
| 7D | +1.8% | -6.1% | +7.9% | +3.1% |
| 30D | +3.5% | +4.2% | -0.7% | +2.5% |
| 3M | +0.2% | +9.6% | -9.4% | -1.9% |
| 6M | +9.1% | +1.9% | +7.3% | +8.0% |
| YTD | +16.6% | -22.3% | +38.9% | +22.8% |
| 1Y | +17.9% | -23.2% | +41.1% | +24.4% |
| All | +64.8% | +54.2% | +10.7% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling