+69.0%
ISRG vs DASH
+94.5%
-25.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.6% | -0.1% |
| 7D | +4.4% | +0.5% | +3.9% | +4.2% |
| 30D | +15.8% | -7.1% | +22.8% | +17.8% |
| 3M | +24.9% | -13.2% | +38.1% | +29.1% |
| 6M | +3.8% | +8.3% | -4.5% | +0.3% |
| YTD | -17.3% | -20.6% | +3.3% | -13.2% |
| 1Y | -14.6% | -24.4% | +9.8% | -9.9% |
| All | +69.0% | +94.5% | -25.5% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling