-1.0%
ISRG vs OKTA
-34.4%
+33.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.3% |
| 7D | -5.0% | +5.9% | -10.9% | -6.1% |
| 30D | -10.2% | +14.6% | -24.8% | -13.3% |
| 3M | -17.2% | +44.0% | -61.2% | -24.2% |
| 6M | -28.4% | +116.7% | -145.1% | -41.4% |
| YTD | -37.6% | +99.8% | -137.4% | -48.2% |
| 1Y | -24.4% | +84.1% | -108.5% | -36.3% |
| 3Y | +18.4% | +97.7% | -79.2% | -5.6% |
| 5Y | -1.0% | -35.2% | +34.2% | +8.6% |
| All | -1.0% | -34.4% | +33.5% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling