+235.7%
DIA vs ISRG
+542.9%
-307.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.1% | -2.0% | +4.2% | +2.8% |
| 30D | +1.5% | +5.6% | -4.1% | -0.5% |
| 3M | -2.4% | +10.5% | -13.0% | -6.0% |
| 6M | +6.0% | +2.6% | +3.3% | +3.6% |
| YTD | +10.1% | -21.7% | +31.8% | +17.5% |
| 1Y | +11.8% | -21.6% | +33.4% | +19.1% |
| 3Y | +59.7% | +57.0% | +2.7% | +28.1% |
| 5Y | +57.9% | +25.0% | +32.9% | +33.2% |
| All | +235.7% | +542.9% | -307.2% | +76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling