+23.4%
ISRG vs DLR
+59.3%
-35.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | -1.6% | +1.6% | -3.2% | -2.2% |
| 30D | -2.3% | -3.4% | +1.1% | -1.2% |
| 3M | -12.4% | +0.5% | -12.9% | -13.2% |
| 6M | -26.8% | +4.6% | -31.4% | -28.9% |
| YTD | -35.3% | +23.4% | -58.7% | -41.7% |
| 1Y | -19.3% | +19.0% | -38.4% | -26.5% |
| All | +23.4% | +59.3% | -35.9% | +0.5% |
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