+19.2%
ISRG vs DOCN
+324.7%
-305.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -1.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | -2.3% | -9.6% | +7.4% | -1.7% |
| 3M | -12.4% | -37.7% | +25.2% | -9.2% |
| 6M | -26.8% | +115.2% | -142.0% | -36.8% |
| YTD | -35.3% | +133.7% | -169.0% | -45.2% |
| 1Y | -19.3% | +250.2% | -269.5% | -36.5% |
| All | +19.2% | +324.7% | -305.6% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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