+17,983.8%
ISRG vs DTE
+1,269.5%
+16,714.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -1.6% | +0.2% | -1.7% | -1.7% |
| 30D | -2.3% | -2.6% | +0.3% | -1.1% |
| 3M | -12.4% | -3.9% | -8.5% | -10.9% |
| 6M | -26.8% | -7.9% | -18.9% | -24.2% |
| YTD | -35.3% | +7.2% | -42.4% | -38.0% |
| 1Y | -19.3% | +3.1% | -22.4% | -21.4% |
| 3Y | +18.1% | +47.6% | -29.4% | -6.3% |
| 5Y | +2.6% | +32.7% | -30.1% | -14.7% |
| 10Y | +379.4% | +138.8% | +240.7% | +179.7% |
| All | +17,983.8% | +1,269.5% | +16,714.3% | +6,182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling