+102.8%
ISRG vs DFNS
-100.0%
+202.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +1.7% |
| 7D | +5.4% | -42.8% | +48.2% | +5.5% |
| 30D | +8.6% | -67.6% | +76.2% | +8.9% |
| 3M | +21.6% | -94.9% | +116.4% | +22.3% |
| 6M | +2.3% | -96.7% | +99.1% | +2.1% |
| YTD | -18.7% | -99.6% | +80.9% | -18.9% |
| 1Y | -17.8% | -99.7% | +82.0% | -18.0% |
| 3Y | +69.1% | -100.0% | +169.1% | +65.5% |
| 5Y | +26.5% | -100.0% | +126.4% | +28.3% |
| All | +102.8% | -100.0% | +202.8% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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