+175.6%
ISRG vs DBX
+20.1%
+155.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.1% |
| 7D | -1.6% | -2.4% | +0.9% | -0.8% |
| 30D | -2.3% | -0.5% | -1.8% | -2.3% |
| 3M | -12.4% | +28.1% | -40.5% | -19.7% |
| 6M | -26.8% | +33.1% | -59.9% | -34.4% |
| YTD | -35.3% | +25.3% | -60.5% | -40.8% |
| 1Y | -19.3% | +18.3% | -37.7% | -25.2% |
| 3Y | +18.1% | +25.0% | -6.9% | +4.0% |
| 5Y | +2.6% | +7.5% | -4.9% | -7.8% |
| All | +175.6% | +20.1% | +155.5% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling