+795.4%
DIA vs ISRG
+18,108.6%
-17,313.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.2% | -1.6% | +1.4% | +0.1% |
| 30D | -1.5% | -2.3% | +0.7% | -1.2% |
| 3M | +3.8% | -12.4% | +16.2% | +5.5% |
| 6M | +10.3% | -26.8% | +37.1% | +15.0% |
| YTD | +12.1% | -35.3% | +47.3% | +19.1% |
| 1Y | +18.6% | -19.3% | +38.0% | +21.5% |
| 3Y | +60.6% | +18.1% | +42.5% | +53.9% |
| 5Y | +64.4% | +2.6% | +61.8% | +58.6% |
| 10Y | +250.1% | +379.4% | -129.3% | +173.8% |
| All | +795.4% | +18,108.6% | -17,313.2% | +388.9% |
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