+521.5%
ISRG vs DECK
+885.7%
-364.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.4% |
| 7D | +4.4% | +6.0% | -1.6% | +2.8% |
| 30D | +15.8% | +7.4% | +8.3% | +13.5% |
| 3M | +24.9% | -11.7% | +36.5% | +28.9% |
| 6M | +3.8% | -11.0% | +14.8% | +6.7% |
| YTD | -17.3% | -15.4% | -1.9% | -14.8% |
| 1Y | -14.6% | +7.2% | -21.8% | -17.8% |
| 3Y | +68.2% | -11.8% | +80.1% | +59.5% |
| 5Y | +28.4% | +24.3% | +4.0% | +5.2% |
| All | +521.5% | +885.7% | -364.1% | +265.5% |
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