-25.5%
ISRG vs DLR
+20.4%
-45.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | -5.2% | +3.4% | -8.6% | -5.7% |
| 30D | -7.6% | -2.2% | -5.3% | -7.3% |
| 3M | -16.4% | +4.7% | -21.1% | -17.5% |
| 6M | -28.6% | +9.0% | -37.6% | -29.8% |
| YTD | -38.2% | +24.1% | -62.3% | -40.9% |
| 1Y | -25.5% | +20.9% | -46.4% | -26.0% |
| All | -25.5% | +20.4% | -45.9% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling