+63.3%
ISRG vs DRI
+66.4%
-3.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.1% |
| 7D | +4.8% | +2.8% | +2.0% | +4.1% |
| 30D | +9.2% | +13.3% | -4.0% | +6.0% |
| 3M | +21.2% | +8.2% | +13.0% | +18.8% |
| 6M | +0.2% | +17.5% | -17.3% | -3.8% |
| YTD | -20.1% | +26.9% | -47.0% | -24.9% |
| 1Y | -17.3% | +31.6% | -48.9% | -23.1% |
| 3Y | +63.3% | +67.0% | -3.6% | +40.5% |
| All | +63.3% | +66.4% | -3.1% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling