+21,593.2%
ISRG vs DTE
+1,313.7%
+20,279.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.0% |
| 7D | -6.1% | +3.2% | -9.3% | -7.6% |
| 30D | +4.2% | +8.5% | -4.2% | +0.1% |
| 3M | +9.6% | +1.3% | +8.3% | +8.7% |
| 6M | +1.9% | -0.7% | +2.6% | +1.7% |
| YTD | -22.3% | +10.6% | -33.0% | -27.0% |
| 1Y | -23.2% | +2.6% | -25.8% | -25.0% |
| 3Y | +58.5% | +56.5% | +2.0% | +22.2% |
| 5Y | +23.9% | +46.7% | -22.8% | -2.3% |
| 10Y | +536.7% | +150.4% | +386.3% | +262.2% |
| All | +21,593.2% | +1,313.7% | +20,279.5% | +7,304.9% |
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