+370.1%
ISRG vs DKS
+197.0%
+173.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.7% |
| 7D | -5.0% | -2.9% | -2.1% | -4.4% |
| 30D | -10.2% | -37.7% | +27.5% | -2.6% |
| 3M | -17.2% | -38.9% | +21.7% | -9.9% |
| 6M | -28.4% | -31.1% | +2.7% | -24.1% |
| YTD | -37.6% | -31.8% | -5.8% | -33.9% |
| 1Y | -24.4% | -38.0% | +13.6% | -18.6% |
| 3Y | +18.4% | +28.6% | -10.2% | +7.9% |
| 5Y | -1.0% | +12.5% | -13.5% | -11.2% |
| 10Y | +370.1% | +198.3% | +171.8% | +197.0% |
| All | +370.1% | +197.0% | +173.1% | +197.0% |
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