-3.0%
ISRG vs DUOL
-10.4%
+7.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.2% | +0.7% | -3.7% |
| 7D | -5.2% | -7.8% | +2.6% | -4.0% |
| 30D | -7.6% | +11.8% | -19.4% | -9.2% |
| 3M | -16.4% | +24.1% | -40.5% | -19.5% |
| 6M | -28.6% | +43.6% | -72.2% | -33.1% |
| YTD | -38.2% | -16.6% | -21.6% | -37.5% |
| 1Y | -25.5% | -46.0% | +20.5% | -20.6% |
| 3Y | +17.4% | -6.5% | +23.9% | +9.7% |
| 5Y | -3.0% | -7.4% | +4.4% | -21.6% |
| All | -3.0% | -10.4% | +7.4% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling