+2.0%
ISRG vs DASH
+8.6%
-6.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | +0.3% |
| 7D | -1.6% | -10.6% | +9.0% | +1.3% |
| 30D | -2.3% | +2.2% | -4.4% | -3.0% |
| 3M | -12.4% | +32.3% | -44.7% | -18.8% |
| 6M | -26.8% | +19.1% | -45.9% | -30.7% |
| YTD | -35.3% | -6.5% | -28.7% | -35.0% |
| 1Y | -19.3% | -14.9% | -4.4% | -18.0% |
| 3Y | +18.1% | +151.9% | -133.8% | -11.2% |
| All | +2.0% | +8.6% | -6.5% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling