+246.2%
ISRG vs DBX
+12.3%
+233.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +3.6% |
| 7D | +5.4% | -8.6% | +14.0% | +8.5% |
| 30D | +8.6% | -5.2% | +13.8% | +10.4% |
| 3M | +21.6% | -6.4% | +28.0% | +23.5% |
| 6M | +2.3% | +12.7% | -10.4% | -2.7% |
| YTD | -18.7% | +17.2% | -35.9% | -24.3% |
| 1Y | -17.8% | +5.5% | -23.3% | -20.9% |
| 3Y | +69.1% | +24.1% | +45.0% | +48.4% |
| 5Y | +26.5% | +14.2% | +12.3% | +11.8% |
| All | +246.2% | +12.3% | +233.8% | +168.5% |
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