+46.4%
DRAM vs ISRG
-1.4%
+47.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -3.4% |
| 7D | -14.7% | +2.1% | -16.8% | -13.7% |
| 30D | -28.9% | +6.2% | -35.1% | -27.0% |
| 3M | -18.1% | +14.4% | -32.5% | -13.2% |
| 6M | -23.0% | 0.0% | -23.0% | -15.0% |
| All | +46.4% | -1.4% | +47.8% | +61.7% |
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 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