+550.7%
ISRG vs DAL
+124.5%
+426.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.2% |
| 7D | -6.8% | +2.3% | -9.1% | -7.5% |
| 30D | +5.1% | +14.3% | -9.2% | +0.9% |
| 3M | +12.0% | +1.3% | +10.7% | +11.3% |
| 6M | +7.0% | +29.3% | -22.3% | -1.4% |
| YTD | -20.6% | +33.0% | -53.6% | -28.0% |
| 1Y | -21.4% | +59.8% | -81.3% | -32.7% |
| 3Y | +62.0% | +177.2% | -115.2% | +12.2% |
| 5Y | +28.1% | +118.4% | -90.2% | -7.2% |
| 10Y | +550.7% | +121.4% | +429.3% | +365.9% |
| All | +550.7% | +124.5% | +426.2% | +365.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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