+386.2%
ISRG vs OKE
+266.1%
+120.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | +0.7% | +1.2% | -0.6% | +0.3% |
| 30D | -8.0% | +4.5% | -12.5% | -9.2% |
| 3M | -10.6% | +9.6% | -20.2% | -13.2% |
| 6M | -25.1% | +15.4% | -40.5% | -28.7% |
| YTD | -34.8% | +36.5% | -71.3% | -41.2% |
| 1Y | -19.0% | +39.0% | -58.0% | -27.4% |
| 3Y | +22.1% | +74.3% | -52.2% | +1.9% |
| 5Y | +8.2% | +141.2% | -133.0% | -17.6% |
| All | +386.2% | +266.1% | +120.1% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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