+17,983.8%
ISRG vs OKE
+5,147.9%
+12,835.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -2.3% | +9.4% | -11.7% | -5.2% |
| 3M | -12.4% | +8.6% | -21.0% | -15.2% |
| 6M | -26.8% | +15.3% | -42.1% | -31.0% |
| YTD | -35.3% | +34.8% | -70.0% | -42.4% |
| 1Y | -19.3% | +35.3% | -54.6% | -28.4% |
| 3Y | +18.1% | +69.5% | -51.3% | -3.9% |
| 5Y | +2.6% | +135.2% | -132.5% | -25.9% |
| 10Y | +379.4% | +261.7% | +117.7% | +155.9% |
| All | +17,983.8% | +5,147.9% | +12,835.9% | +3,113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling