+57.0%
ISRG vs DD
+88.8%
-31.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -2.0% | +5.0% | -7.0% | -3.6% |
| 30D | +5.6% | +19.7% | -14.1% | -0.7% |
| 3M | +10.5% | +7.2% | +3.4% | +7.8% |
| 6M | +2.6% | +1.0% | +1.6% | +1.8% |
| YTD | -21.7% | +29.1% | -50.8% | -29.5% |
| 1Y | -21.6% | +28.5% | -50.0% | -29.3% |
| 3Y | +57.0% | +89.4% | -32.4% | +14.0% |
| All | +57.0% | +88.8% | -31.8% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling