+63.3%
ISRG vs DLR
+44.1%
+19.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +4.8% | -3.6% | +8.4% | +6.3% |
| 30D | +9.2% | -3.5% | +12.7% | +10.6% |
| 3M | +21.2% | -8.9% | +30.1% | +24.9% |
| 6M | +0.2% | -11.6% | +11.8% | +4.2% |
| YTD | -20.1% | +14.9% | -35.0% | -26.8% |
| 1Y | -17.3% | +6.4% | -23.8% | -21.6% |
| 3Y | +63.3% | +47.3% | +16.0% | +26.1% |
| All | +63.3% | +44.1% | +19.2% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling