+165.5%
ISRG vs DBX
+19.3%
+146.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.1% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | -10.2% | 0.0% | -10.2% | -10.4% |
| 3M | -17.2% | +26.1% | -43.3% | -23.7% |
| 6M | -28.4% | +29.4% | -57.8% | -35.2% |
| YTD | -37.6% | +24.4% | -62.1% | -42.8% |
| 1Y | -24.4% | +10.9% | -35.3% | -28.4% |
| 3Y | +18.4% | +24.1% | -5.6% | +4.6% |
| 5Y | -1.0% | +7.8% | -8.7% | -11.0% |
| All | +165.5% | +19.3% | +146.2% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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