+53.0%
RSP vs ISRG
+2.5%
+50.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | -0.8% | -1.6% | +0.8% | -0.3% |
| 30D | -0.3% | -2.3% | +1.9% | +0.2% |
| 3M | +4.3% | -12.4% | +16.7% | +7.4% |
| 6M | +8.8% | -26.8% | +35.7% | +17.7% |
| YTD | +15.3% | -35.3% | +50.5% | +29.1% |
| 1Y | +18.3% | -19.3% | +37.6% | +23.1% |
| 3Y | +52.8% | +18.1% | +34.7% | +37.0% |
| All | +53.0% | +2.5% | +50.5% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling