+80.3%
ISRG vs DASH
-1.3%
+81.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.3% |
| 7D | +4.8% | +0.4% | +4.4% | +4.7% |
| 30D | +9.2% | -6.0% | +15.3% | +10.5% |
| 3M | +21.2% | -15.8% | +36.9% | +25.2% |
| 6M | +0.2% | +7.0% | -6.7% | -2.1% |
| YTD | -20.1% | -20.7% | +0.6% | -17.1% |
| 1Y | -17.3% | -8.5% | -8.8% | -17.2% |
| 3Y | +63.3% | +101.8% | -38.5% | +35.7% |
| 5Y | +24.1% | -9.6% | +33.6% | +3.4% |
| All | +80.3% | -1.3% | +81.6% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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