+1,115.8%
RSP vs ISRG
+33,031.7%
-31,915.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.5% |
| 7D | -1.0% | +4.8% | -5.8% | -2.3% |
| 30D | +2.6% | +9.2% | -6.6% | +0.2% |
| 3M | -0.8% | +21.2% | -21.9% | -5.8% |
| 6M | +6.3% | +0.2% | +6.0% | +5.0% |
| YTD | +14.1% | -20.1% | +34.2% | +19.1% |
| 1Y | +18.0% | -17.3% | +35.4% | +22.0% |
| 3Y | +61.0% | +63.3% | -2.3% | +37.4% |
| 5Y | +45.6% | +24.1% | +21.5% | +30.1% |
| 10Y | +220.2% | +507.0% | -286.8% | +94.4% |
| All | +1,115.8% | +33,031.7% | -31,915.9% | +312.9% |
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