+23.4%
ISRG vs DUOL
+2.2%
+21.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.5% |
| 7D | -1.6% | +5.1% | -6.7% | -2.3% |
| 30D | -2.3% | +14.1% | -16.4% | -4.2% |
| 3M | -12.4% | +41.5% | -54.0% | -16.7% |
| 6M | -26.8% | +60.6% | -87.4% | -31.8% |
| YTD | -35.3% | -12.0% | -23.3% | -35.1% |
| 1Y | -19.3% | -43.4% | +24.0% | -15.3% |
| All | +23.4% | +2.2% | +21.2% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling