+25.5%
ISRG vs OKE
+85.8%
-60.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -2.0% | +5.4% | -7.4% | -3.8% |
| 30D | +5.6% | -1.3% | +6.9% | +5.7% |
| 3M | +10.5% | -2.0% | +12.6% | +10.7% |
| 6M | +2.6% | +3.4% | -0.8% | 0.0% |
| YTD | -21.7% | +28.2% | -49.8% | -31.2% |
| 1Y | -21.6% | +35.7% | -57.2% | -33.0% |
| 3Y | +57.0% | +61.0% | -4.0% | +21.1% |
| All | +25.5% | +85.8% | -60.3% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling