+17.4%
ISRG vs ODFL
-11.6%
+29.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.6% |
| 7D | -5.2% | +0.2% | -5.3% | -5.2% |
| 30D | -7.6% | -13.4% | +5.9% | -4.9% |
| 3M | -16.4% | -24.2% | +7.8% | -11.7% |
| 6M | -28.6% | -3.3% | -25.2% | -28.4% |
| YTD | -38.2% | +19.8% | -57.9% | -41.2% |
| 1Y | -25.5% | +24.5% | -50.0% | -30.0% |
| 3Y | +17.4% | -9.6% | +27.1% | +11.4% |
| All | +17.4% | -11.6% | +29.0% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling