-20.1%
ISRG vs DG
+40.4%
-60.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.1% |
| 7D | +5.4% | +0.7% | +4.8% | +5.2% |
| 30D | +8.6% | +7.4% | +1.2% | +6.5% |
| 3M | +21.6% | +8.5% | +13.1% | +18.7% |
| 6M | +2.3% | +21.9% | -19.5% | -2.6% |
| YTD | -18.7% | +4.9% | -23.6% | -21.2% |
| All | -20.1% | +40.4% | -60.4% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling