+536.3%
ISRG vs DRI
+370.8%
+165.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | +5.4% | +3.1% | +2.3% | +4.5% |
| 30D | +8.6% | +16.2% | -7.6% | +3.4% |
| 3M | +21.6% | +8.4% | +13.2% | +18.2% |
| 6M | +2.3% | +19.0% | -16.7% | -3.7% |
| YTD | -18.7% | +28.8% | -47.5% | -25.8% |
| 1Y | -17.8% | +33.1% | -50.9% | -25.9% |
| 3Y | +69.1% | +70.8% | -1.7% | +37.4% |
| 5Y | +26.5% | +74.2% | -47.8% | +1.2% |
| 10Y | +536.3% | +345.5% | +190.8% | +318.0% |
| All | +536.3% | +370.8% | +165.5% | +318.0% |
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