+62.2%
ISRG vs DPZ
-6.8%
+69.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | +2.1% | +2.2% | 0.0% | +1.5% |
| 30D | +6.2% | +6.7% | -0.5% | +4.1% |
| 3M | +14.4% | -4.5% | +18.9% | +15.9% |
| 6M | 0.0% | +3.3% | -3.3% | -1.2% |
| YTD | -20.5% | -19.4% | -1.1% | -16.4% |
| 1Y | -21.9% | -17.3% | -4.6% | -18.6% |
| 3Y | +62.2% | -8.4% | +70.6% | +69.8% |
| All | +62.2% | -6.8% | +69.0% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling