+378.3%
ISRG vs DPZ
+154.5%
+223.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | -1.6% | -2.5% | +1.0% | -0.8% |
| 30D | -2.3% | -7.0% | +4.7% | -0.2% |
| 3M | -12.4% | +11.6% | -24.0% | -15.5% |
| 6M | -26.8% | -15.2% | -11.7% | -23.5% |
| YTD | -35.3% | -17.2% | -18.0% | -31.9% |
| 1Y | -19.3% | -24.8% | +5.5% | -12.7% |
| 3Y | +18.1% | -8.7% | +26.8% | +18.2% |
| 5Y | +2.6% | -28.9% | +31.6% | +8.2% |
| All | +378.3% | +154.5% | +223.8% | +282.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling