+539.2%
ISRG vs ODFL
+559.8%
-20.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.2% |
| 7D | -2.0% | +5.8% | -7.9% | -4.2% |
| 30D | +5.6% | -5.3% | +10.9% | +7.5% |
| 3M | +10.5% | -19.0% | +29.5% | +19.3% |
| 6M | +2.6% | -7.5% | +10.1% | +4.4% |
| YTD | -21.7% | +11.8% | -33.5% | -27.7% |
| 1Y | -21.6% | +29.7% | -51.2% | -32.2% |
| 3Y | +57.0% | -9.1% | +66.2% | +48.8% |
| 5Y | +25.0% | +0.2% | +24.8% | +7.7% |
| All | +539.2% | +559.8% | -20.6% | +143.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling