+356.0%
ISRG vs DLR
+163.6%
+192.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.8% |
| 7D | -5.2% | +3.4% | -8.6% | -6.6% |
| 30D | -7.6% | -2.2% | -5.3% | -6.9% |
| 3M | -16.4% | +4.7% | -21.1% | -18.8% |
| 6M | -28.6% | +9.0% | -37.6% | -32.0% |
| YTD | -38.2% | +24.1% | -62.3% | -44.8% |
| 1Y | -25.5% | +20.9% | -46.4% | -33.0% |
| 3Y | +17.4% | +60.0% | -42.6% | -8.7% |
| 5Y | -3.0% | +35.3% | -38.3% | -20.1% |
| 10Y | +356.0% | +165.8% | +190.2% | +192.2% |
| All | +356.0% | +163.6% | +192.4% | +192.2% |
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