-23.2%
ISRG vs DLTR
+33.3%
-56.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -6.1% | +2.4% | -8.5% | -6.7% |
| 30D | +4.2% | +21.5% | -17.3% | -0.3% |
| 3M | +9.6% | +9.8% | -0.2% | +7.1% |
| 6M | +1.9% | +58.6% | -56.8% | -6.3% |
| YTD | -22.3% | +14.8% | -37.2% | -26.1% |
| 1Y | -23.2% | +33.0% | -56.2% | -28.3% |
| All | -23.2% | +33.3% | -56.5% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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