+1,127.7%
RSP vs ISRG
+26,731.7%
-25,604.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.3% |
| 7D | -0.8% | -1.6% | +0.8% | -0.4% |
| 30D | -0.3% | -2.3% | +1.9% | +0.1% |
| 3M | +4.3% | -12.4% | +16.7% | +7.0% |
| 6M | +8.8% | -26.8% | +35.7% | +16.5% |
| YTD | +15.3% | -35.3% | +50.5% | +27.1% |
| 1Y | +18.3% | -19.3% | +37.6% | +22.7% |
| 3Y | +52.8% | +18.1% | +34.7% | +41.6% |
| 5Y | +51.7% | +2.6% | +49.1% | +42.4% |
| 10Y | +208.5% | +379.4% | -171.0% | +99.0% |
| All | +1,127.7% | +26,731.7% | -25,604.0% | +340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling