+537.3%
ISRG vs DG
+119.6%
+417.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.4% |
| 7D | +2.1% | +5.2% | -3.1% | +1.2% |
| 30D | +6.2% | +7.9% | -1.8% | +4.5% |
| 3M | +14.4% | +12.7% | +1.7% | +11.6% |
| 6M | 0.0% | +22.4% | -22.4% | -4.0% |
| YTD | -20.5% | +5.4% | -25.9% | -21.9% |
| 1Y | -21.9% | +39.4% | -61.3% | -27.3% |
| 3Y | +62.2% | +24.1% | +38.1% | +47.5% |
| 5Y | +25.2% | -32.2% | +57.4% | +36.9% |
| 10Y | +537.3% | +111.8% | +425.5% | +425.6% |
| All | +537.3% | +119.6% | +417.8% | +425.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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