+11,210.1%
ISRG vs DLR
+3,595.7%
+7,614.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.7% |
| YTD | -35.3% | +23.4% | -58.7% | -41.0% |
| 1Y | -19.3% | +19.0% | -38.4% | -25.7% |
| 3Y | +18.1% | +56.5% | -38.4% | -3.3% |
| 5Y | +2.6% | +33.3% | -30.7% | -12.2% |
| 10Y | +379.4% | +165.1% | +214.3% | +210.8% |
| All | +11,210.1% | +3,595.7% | +7,614.5% | +2,624.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling