+62.5%
DRAM vs ISRG
+5.7%
+56.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +9.4% | -14.7% | -2.0% |
| 7D | -16.6% | +8.5% | -25.2% | -13.9% |
| 30D | -26.9% | +18.6% | -45.5% | -22.0% |
| 3M | -17.8% | +30.9% | -48.7% | -8.9% |
| 6M | +6.2% | +6.6% | -0.4% | +20.3% |
| All | +62.5% | +5.7% | +56.8% | +83.6% |
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