+550.7%
ISRG vs DRI
+339.9%
+210.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -6.8% | -0.7% | -6.0% | -6.5% |
| 30D | +5.1% | +14.7% | -9.6% | +0.5% |
| 3M | +12.0% | +5.4% | +6.6% | +9.9% |
| 6M | +7.0% | +18.8% | -11.8% | +0.7% |
| YTD | -20.6% | +28.4% | -49.0% | -27.5% |
| 1Y | -21.4% | +37.7% | -59.1% | -30.0% |
| 3Y | +62.0% | +68.0% | -6.0% | +32.4% |
| 5Y | +28.1% | +78.8% | -50.6% | +1.7% |
| 10Y | +550.7% | +334.2% | +216.5% | +325.4% |
| All | +550.7% | +339.9% | +210.8% | +325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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