+17,983.8%
ISRG vs DLTR
+869.5%
+17,114.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.6% | +2.5% | -4.0% | -2.1% |
| 30D | -2.3% | +2.1% | -4.3% | -2.8% |
| 3M | -12.4% | +20.3% | -32.7% | -15.8% |
| 6M | -26.8% | +11.5% | -38.3% | -28.9% |
| YTD | -35.3% | +6.8% | -42.1% | -36.7% |
| 1Y | -19.3% | +31.1% | -50.4% | -24.7% |
| 3Y | +18.1% | +10.7% | +7.5% | +10.5% |
| 5Y | +2.6% | +41.6% | -39.0% | -11.5% |
| 10Y | +379.4% | +58.1% | +321.3% | +283.5% |
| All | +17,983.8% | +869.5% | +17,114.3% | +8,448.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling