+356.0%
ISRG vs DG
+105.6%
+250.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.5% | -3.7% |
| 7D | -5.2% | -2.5% | -2.7% | -4.7% |
| 30D | -7.6% | +1.0% | -8.6% | -7.8% |
| 3M | -16.4% | +20.3% | -36.7% | -19.2% |
| 6M | -28.6% | -11.7% | -16.8% | -27.2% |
| YTD | -38.2% | -2.3% | -35.8% | -38.2% |
| 1Y | -25.5% | +20.0% | -45.5% | -28.6% |
| 3Y | +17.4% | +7.2% | +10.2% | +10.8% |
| 5Y | -3.0% | -37.9% | +35.0% | +8.1% |
| 10Y | +356.0% | +107.3% | +248.7% | +295.0% |
| All | +356.0% | +105.6% | +250.3% | +295.0% |
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