+19.2%
ISRG vs OKE
+70.8%
-51.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -2.5% | 0.0% | -2.5% | -2.6% |
| 30D | -10.2% | +4.6% | -14.8% | -11.2% |
| 3M | -12.5% | +6.9% | -19.5% | -14.3% |
| 6M | -25.8% | +15.8% | -41.6% | -29.6% |
| YTD | -36.4% | +35.2% | -71.5% | -43.2% |
| 1Y | -19.9% | +37.6% | -57.5% | -29.2% |
| All | +19.2% | +70.8% | -51.5% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling