-3.0%
ISRG vs ODFL
+27.3%
-30.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.7% |
| 7D | -5.2% | +0.2% | -5.3% | -5.2% |
| 30D | -7.6% | -13.4% | +5.9% | -3.5% |
| 3M | -16.4% | -24.2% | +7.8% | -9.2% |
| 6M | -28.6% | -3.3% | -25.2% | -28.6% |
| YTD | -38.2% | +19.8% | -57.9% | -43.0% |
| 1Y | -25.5% | +24.5% | -50.0% | -32.7% |
| 3Y | +17.4% | -9.6% | +27.1% | +13.9% |
| 5Y | -3.0% | +28.0% | -31.0% | -24.5% |
| All | -3.0% | +27.3% | -30.3% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling