+333.1%
ISRG vs OKTA
+601.1%
-268.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +3.0% |
| 7D | +0.7% | -2.4% | +3.1% | +1.2% |
| 30D | -8.0% | +13.0% | -21.0% | -11.6% |
| 3M | -10.6% | +41.7% | -52.3% | -19.1% |
| 6M | -25.1% | +105.9% | -131.0% | -39.8% |
| YTD | -34.8% | +92.6% | -127.4% | -47.0% |
| 1Y | -19.0% | +81.1% | -100.1% | -33.4% |
| 3Y | +22.1% | +84.8% | -62.7% | -4.6% |
| 5Y | +8.2% | -34.4% | +42.6% | +3.5% |
| All | +333.1% | +601.1% | -268.0% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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