+233.4%
ISRG vs DBX
+15.6%
+217.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -2.0% | -3.3% | +1.2% | -1.1% |
| 30D | +5.6% | -5.9% | +11.4% | +7.6% |
| 3M | +10.5% | -6.7% | +17.2% | +12.5% |
| 6M | +2.6% | +28.0% | -25.4% | -6.4% |
| YTD | -21.7% | +20.6% | -42.3% | -27.8% |
| 1Y | -21.6% | +10.3% | -31.9% | -25.6% |
| 3Y | +57.0% | +24.0% | +33.0% | +38.0% |
| 5Y | +25.0% | +24.2% | +0.7% | +7.7% |
| All | +233.4% | +15.6% | +217.8% | +156.2% |
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