+386.2%
ISRG vs DTE
+137.8%
+248.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +3.0% |
| 7D | +0.7% | -2.6% | +3.2% | +1.8% |
| 30D | -8.0% | -4.4% | -3.6% | -6.2% |
| 3M | -10.6% | -8.3% | -2.3% | -7.2% |
| 6M | -25.1% | -8.1% | -17.0% | -22.6% |
| YTD | -34.8% | +4.4% | -39.2% | -36.7% |
| 1Y | -19.0% | +0.2% | -19.2% | -20.0% |
| 3Y | +22.1% | +42.6% | -20.5% | -0.8% |
| 5Y | +8.2% | +31.5% | -23.3% | -9.1% |
| All | +386.2% | +137.8% | +248.3% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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