+21,775.7%
ISRG vs ODFL
+44,800.5%
-23,024.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.4% |
| 7D | -2.0% | +5.8% | -7.9% | -3.6% |
| 30D | +5.6% | -5.3% | +10.9% | +7.1% |
| 3M | +10.5% | -19.0% | +29.5% | +17.0% |
| 6M | +2.6% | -7.5% | +10.1% | +4.1% |
| YTD | -21.7% | +11.8% | -33.5% | -25.6% |
| 1Y | -21.6% | +29.7% | -51.2% | -28.9% |
| 3Y | +57.0% | -9.1% | +66.2% | +52.9% |
| 5Y | +25.0% | +0.2% | +24.8% | +16.1% |
| 10Y | +542.1% | +566.3% | -24.2% | +253.7% |
| All | +21,775.7% | +44,800.5% | -23,024.8% | +5,828.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling