+21,775.7%
ISRG vs DVN
+164.4%
+21,611.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | -2.0% | +10.4% | -12.4% | -4.2% |
| 30D | +5.6% | -6.7% | +12.2% | +6.8% |
| 3M | +10.5% | +5.6% | +4.9% | +8.4% |
| 6M | +2.6% | +0.7% | +1.9% | +1.0% |
| YTD | -21.7% | +29.6% | -51.2% | -28.0% |
| 1Y | -21.6% | +36.3% | -57.9% | -28.9% |
| 3Y | +57.0% | +13.2% | +43.9% | +45.4% |
| 5Y | +25.0% | +38.6% | -13.6% | +6.0% |
| 10Y | +542.1% | +60.9% | +481.2% | +340.6% |
| All | +21,775.7% | +164.4% | +21,611.3% | +12,046.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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