+16.8%
ISRG vs DTE
+47.2%
-30.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -10.2% | -0.5% | -9.7% | -10.1% |
| 3M | -17.2% | -6.0% | -11.2% | -16.3% |
| 6M | -28.4% | -7.2% | -21.2% | -27.5% |
| YTD | -37.6% | +7.2% | -44.8% | -38.6% |
| 1Y | -24.4% | +4.1% | -28.5% | -25.2% |
| All | +16.8% | +47.2% | -30.4% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling