In robotic radiosurgery, it is necessary to compensate for systematic latencies arising from target tracking and mechanical constraints. This compensation is usually achieved by means of an algorithm which computes the future target position. In most scientific works on respiratory motion prediction, only one or two algorithms are evaluated on a limited amount of very short motion traces. The purpose of this work is to gain more insight into the real world capabilities of respiratory motion prediction methods by evaluating many algorithms on an unprecedented amount of data. We have evaluated six algorithms, the normalized least mean squares (nLMS), recursive least squares (RLS), multi-step linear methods (MULIN), wavelet-based multiscale autoregression (wLMS), extended Kalman filtering, and ε-support vector regression (SVRpred) methods, on an extensive database of 304 respiratory motion traces. The traces were collected during treatment with the CyberKnife (Accuray, Inc., Sunnyvale, CA, USA) and feature an average length of 71 min. Evaluation was done using a graphical prediction toolkit, which is available to the general public, as is the data we used. The experiments show that the nLMS algorithm—which is one of the algorithms currently used in the CyberKnife—is outperformed by all other methods. This is especially true in the case of the wLMS, the SVRpred, and the MULIN algorithms, which perform much better. The nLMS algorithm produces a relative root mean square (RMS) error of 75% or less (i.e., a reduction in error of 25% or more when compared to not doing prediction) in only 38% of the test cases, whereas the MULIN and SVRpred methods reach this level in more than 77%, the wLMS algorithm in more than 84% of the test cases. Our work shows that the wLMS algorithm is the most accurate algorithm and does not require parameter tuning, making it an ideal candidate for clinical implementation. Additionally, we have seen that the structure of a patient’s respiratory motion trace has strong influence on the outcome of prediction. Further work is needed to determine a priori the suitability of an individual’s respiratory behaviour to motion prediction.