+19.2%
ISRG vs DFNS
-99.9%
+119.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -1.6% | -16.0% | +14.4% | -1.5% |
| 30D | -2.3% | -77.7% | +75.4% | -2.0% |
| 3M | -12.4% | -77.2% | +64.7% | -12.9% |
| 6M | -26.8% | -95.2% | +68.3% | -27.3% |
| YTD | -35.3% | -98.0% | +62.7% | -35.7% |
| 1Y | -19.3% | -98.3% | +78.9% | -19.8% |
| All | +19.2% | -99.9% | +119.1% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling