+376.2%
ISRG vs DECK
+718.3%
-342.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.3% |
| 7D | -1.6% | -2.2% | +0.6% | -1.0% |
| 30D | -2.3% | -13.6% | +11.3% | +1.5% |
| 3M | -12.4% | -21.2% | +8.8% | -6.8% |
| 6M | -26.8% | -21.1% | -5.7% | -22.5% |
| YTD | -35.3% | -17.2% | -18.0% | -32.9% |
| 1Y | -19.3% | -30.7% | +11.4% | -12.9% |
| 3Y | +18.1% | -3.4% | +21.5% | +8.5% |
| 5Y | +2.6% | +25.5% | -22.9% | -16.2% |
| All | +376.2% | +718.3% | -342.1% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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