-25.5%
ISRG vs DT
+0.4%
-25.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -4.0% |
| 7D | -5.2% | -4.9% | -0.3% | -4.4% |
| 30D | -7.6% | +2.7% | -10.3% | -8.0% |
| 3M | -16.4% | +20.0% | -36.3% | -19.0% |
| 6M | -28.6% | +28.0% | -56.6% | -31.7% |
| YTD | -38.2% | +16.0% | -54.2% | -40.0% |
| 1Y | -25.5% | +0.7% | -26.2% | -27.5% |
| All | -25.5% | +0.4% | -25.9% | -27.5% |
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