+22,229.9%
ISRG vs DRI
+4,208.2%
+18,021.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.0% |
| 7D | +4.8% | +2.8% | +2.0% | +4.0% |
| 30D | +9.2% | +13.3% | -4.0% | +5.1% |
| 3M | +21.2% | +8.2% | +13.0% | +18.0% |
| 6M | +0.2% | +17.5% | -17.3% | -5.0% |
| YTD | -20.1% | +26.9% | -47.0% | -26.3% |
| 1Y | -17.3% | +31.6% | -48.9% | -24.7% |
| 3Y | +63.3% | +67.0% | -3.6% | +35.7% |
| 5Y | +24.1% | +72.9% | -48.8% | +1.6% |
| 10Y | +507.0% | +371.3% | +135.6% | +234.4% |
| All | +22,229.9% | +4,208.2% | +18,021.7% | +9,151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling