+157.7%
ISRG vs DT
+70.5%
+87.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | +2.1% | -7.5% | +9.6% | +4.7% |
| 30D | +6.2% | -31.5% | +37.7% | +19.3% |
| 3M | +14.4% | -14.0% | +28.4% | +18.8% |
| 6M | 0.0% | +6.9% | -6.9% | -4.6% |
| YTD | -20.5% | +0.3% | -20.9% | -23.4% |
| 1Y | -21.9% | -6.9% | -15.0% | -22.8% |
| 3Y | +62.2% | -13.9% | +76.1% | +61.6% |
| 5Y | +25.2% | -39.9% | +65.1% | +32.6% |
| All | +157.7% | +70.5% | +87.1% | +77.4% |
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