+536.3%
ISRG vs DLR
+174.9%
+361.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +0.2% |
| 7D | +5.4% | +2.4% | +3.1% | +4.4% |
| 30D | +8.6% | +0.7% | +7.9% | +8.1% |
| 3M | +21.6% | -6.4% | +28.0% | +24.3% |
| 6M | +2.3% | -6.5% | +8.9% | +4.0% |
| YTD | -18.7% | +18.8% | -37.5% | -26.3% |
| 1Y | -17.8% | +9.0% | -26.8% | -22.5% |
| 3Y | +69.1% | +54.5% | +14.6% | +33.3% |
| 5Y | +26.5% | +35.8% | -9.4% | +3.6% |
| 10Y | +536.3% | +177.5% | +358.8% | +320.2% |
| All | +536.3% | +174.9% | +361.3% | +320.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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