+11.2%
ISRG vs DUOL
+2.7%
+8.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.2% | +1.4% |
| 7D | -2.5% | -8.6% | +6.1% | -1.3% |
| 30D | -10.2% | +7.2% | -17.3% | -11.3% |
| 3M | -12.5% | +19.1% | -31.6% | -15.2% |
| 6M | -25.8% | +52.5% | -78.3% | -31.0% |
| YTD | -36.4% | -17.3% | -19.1% | -35.6% |
| 1Y | -19.9% | -49.2% | +29.3% | -13.9% |
| 3Y | +20.9% | -7.3% | +28.1% | +13.3% |
| 5Y | +5.7% | -16.3% | +21.9% | -12.3% |
| All | +11.2% | +2.7% | +8.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DUOL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling