+16.2%
DIA vs ISRG
-24.8%
+41.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.2% | -5.0% | +3.8% | -0.6% |
| 30D | -2.7% | -10.2% | +7.5% | -1.4% |
| 3M | +3.3% | -17.2% | +20.5% | +5.4% |
| 6M | +10.4% | -28.4% | +38.9% | +14.8% |
| YTD | +10.0% | -37.6% | +47.6% | +15.5% |
| 1Y | +16.2% | -24.4% | +40.6% | +20.7% |
| All | +16.2% | -24.8% | +41.0% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling