+539.2%
ISRG vs DKS
+226.4%
+312.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | +0.3% |
| 7D | -2.0% | +6.3% | -8.3% | -3.3% |
| 30D | +5.6% | +9.3% | -3.7% | +3.6% |
| 3M | +10.5% | -25.3% | +35.8% | +15.4% |
| 6M | +2.6% | -29.2% | +31.8% | +8.1% |
| YTD | -21.7% | -22.7% | +1.1% | -19.2% |
| 1Y | -21.6% | -30.1% | +8.6% | -17.5% |
| 3Y | +57.0% | +45.6% | +11.4% | +39.3% |
| 5Y | +25.0% | +28.5% | -3.5% | +9.0% |
| All | +539.2% | +226.4% | +312.7% | +282.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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