+35.7%
ISRG vs DUOL
+11.3%
+24.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +1.9% | -1.5% |
| 7D | -6.1% | +0.3% | -6.4% | -6.2% |
| 30D | +4.2% | +12.4% | -8.1% | +2.0% |
| 3M | +9.6% | +16.9% | -7.3% | +6.3% |
| 6M | +1.9% | +48.5% | -46.6% | -5.2% |
| YTD | -22.3% | -10.3% | -12.0% | -22.8% |
| 1Y | -23.2% | -15.6% | -7.5% | -23.1% |
| 3Y | +58.5% | -25.6% | +84.1% | +54.2% |
| 5Y | +23.9% | +1.5% | +22.4% | +0.3% |
| All | +35.7% | +11.3% | +24.4% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling