+20,144.4%
ISRG vs DPZ
+5,341.2%
+14,803.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.7% |
| 7D | +4.8% | +6.6% | -1.7% | +2.9% |
| 30D | +9.2% | +10.3% | -1.1% | +6.0% |
| 3M | +21.2% | -6.2% | +27.3% | +23.2% |
| 6M | +0.2% | +4.2% | -4.0% | -1.3% |
| YTD | -20.1% | -18.4% | -1.7% | -15.7% |
| 1Y | -17.3% | -14.9% | -2.4% | -14.1% |
| 3Y | +63.3% | -4.6% | +67.9% | +61.5% |
| 5Y | +24.1% | -27.4% | +51.5% | +31.6% |
| 10Y | +507.0% | +125.9% | +381.0% | +336.4% |
| All | +20,144.4% | +5,341.2% | +14,803.2% | +4,938.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling