+163.7%
ISRG vs DT
+72.4%
+91.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | +5.4% | -20.2% | +25.7% | +12.9% |
| 30D | +8.6% | -30.8% | +39.4% | +21.7% |
| 3M | +21.6% | -10.2% | +31.8% | +24.4% |
| 6M | +2.3% | +8.0% | -5.7% | -2.7% |
| YTD | -18.7% | +1.5% | -20.1% | -21.8% |
| 1Y | -17.8% | -6.9% | -10.9% | -18.7% |
| 3Y | +69.1% | -10.9% | +80.0% | +66.5% |
| 5Y | +26.5% | -42.2% | +68.7% | +35.5% |
| All | +163.7% | +72.4% | +91.3% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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