+539.2%
ISRG vs DLR
+188.2%
+351.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.7% |
| 7D | -2.0% | +3.3% | -5.4% | -3.5% |
| 30D | +5.6% | +4.6% | +1.0% | +3.4% |
| 3M | +10.5% | -8.3% | +18.8% | +14.1% |
| 6M | +2.6% | -5.6% | +8.2% | +3.8% |
| YTD | -21.7% | +18.7% | -40.4% | -29.0% |
| 1Y | -21.6% | +17.1% | -38.7% | -28.5% |
| 3Y | +57.0% | +54.4% | +2.7% | +23.9% |
| 5Y | +25.0% | +36.5% | -11.5% | +2.2% |
| All | +539.2% | +188.2% | +351.0% | +334.0% |
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