+420.4%
ISRG vs OKTA
+670.0%
-249.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -2.0% | +8.4% | -10.4% | -3.8% |
| 30D | +5.6% | -13.7% | +19.3% | +8.3% |
| 3M | +10.5% | +18.0% | -7.5% | +4.2% |
| 6M | +2.6% | +133.8% | -131.2% | -20.2% |
| YTD | -21.7% | +111.5% | -133.2% | -38.4% |
| 1Y | -21.6% | +118.3% | -139.9% | -38.9% |
| 3Y | +57.0% | +168.0% | -111.0% | +10.8% |
| 5Y | +25.0% | -30.1% | +55.0% | +17.0% |
| All | +420.4% | +670.0% | -249.6% | +153.3% |
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