+374.7%
ISRG vs ODFL
+745.7%
-371.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | -2.5% | -2.8% | +0.3% | -1.5% |
| 30D | -10.2% | -13.7% | +3.5% | -5.1% |
| 3M | -12.5% | -23.4% | +10.8% | -3.6% |
| 6M | -25.8% | -7.2% | -18.6% | -24.8% |
| YTD | -36.4% | +15.6% | -52.0% | -41.6% |
| 1Y | -19.9% | +24.2% | -44.1% | -29.3% |
| 3Y | +20.9% | -12.8% | +33.6% | +17.6% |
| 5Y | +5.7% | +27.1% | -21.5% | -18.3% |
| All | +374.7% | +745.7% | -371.0% | +102.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling