+1,384.5%
ISRG vs DG
+612.5%
+772.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.7% |
| 7D | +4.8% | +1.1% | +3.7% | +4.6% |
| 30D | +9.2% | +9.5% | -0.3% | +7.2% |
| 3M | +21.2% | +5.5% | +15.7% | +19.6% |
| 6M | +0.2% | +16.1% | -15.9% | -3.0% |
| YTD | -20.1% | +2.7% | -22.7% | -21.0% |
| 1Y | -17.3% | +42.1% | -59.4% | -23.6% |
| 3Y | +63.3% | +19.3% | +44.1% | +49.4% |
| 5Y | +24.1% | -35.3% | +59.4% | +32.4% |
| 10Y | +507.0% | +123.9% | +383.0% | +374.7% |
| All | +1,384.5% | +612.5% | +772.0% | +762.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling