-21.4%
ISRG vs DT
-4.9%
-16.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -6.8% | -5.4% | -1.3% | -6.0% |
| 30D | +5.1% | -32.2% | +37.3% | +11.6% |
| 3M | +12.0% | -10.9% | +23.0% | +13.0% |
| 6M | +7.0% | +10.0% | -3.0% | +4.0% |
| YTD | -20.6% | +2.1% | -22.7% | -22.5% |
| 1Y | -21.4% | -5.5% | -15.9% | -23.6% |
| All | -21.4% | -4.9% | -16.5% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling