-19.3%
ISRG vs ODFL
+28.2%
-47.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -1.6% | -6.3% | +4.7% | -0.9% |
| 30D | -2.3% | -13.6% | +11.3% | -0.8% |
| 3M | -12.4% | -24.2% | +11.7% | -9.9% |
| 6M | -26.8% | -13.8% | -13.1% | -25.7% |
| YTD | -35.3% | +19.0% | -54.3% | -34.8% |
| 1Y | -19.3% | +25.7% | -45.0% | -18.5% |
| All | -19.3% | +28.2% | -47.5% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 1y: compounded portfolio wealth divided by compounded ODFL 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…
1y analysis · Full analysis span regression · 6 months rolling