-21.4%
ISRG vs DFNS
-99.7%
+78.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.7% | -12.8% | -0.4% |
| 7D | -6.8% | -13.0% | +6.2% | -6.6% |
| 30D | +5.1% | -56.9% | +62.0% | +6.7% |
| 3M | +12.0% | -93.2% | +105.3% | +18.0% |
| 6M | +7.0% | -95.4% | +102.5% | +6.6% |
| YTD | -20.6% | -99.5% | +78.9% | -18.0% |
| 1Y | -21.4% | -99.6% | +78.2% | -18.1% |
| All | -21.4% | -99.7% | +78.2% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling