+13,865.7%
ISRG vs DLR
+3,340.7%
+10,525.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.8% |
| 6M | +0.2% | -11.6% | +11.8% | +3.9% |
| YTD | -20.1% | +14.9% | -35.0% | -25.4% |
| 1Y | -17.3% | +6.4% | -23.8% | -20.6% |
| 3Y | +63.3% | +47.3% | +16.0% | +36.8% |
| 5Y | +24.1% | +32.8% | -8.7% | +6.1% |
| 10Y | +507.0% | +169.6% | +337.4% | +291.3% |
| All | +13,865.7% | +3,340.7% | +10,525.0% | +3,344.5% |
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 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