+330.2%
ISRG vs OKTA
+618.3%
-288.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | -1.6% | +2.6% | -4.2% | -2.2% |
| 30D | -2.3% | +16.0% | -18.3% | -6.6% |
| 3M | -12.4% | +38.2% | -50.6% | -20.3% |
| 6M | -26.8% | +137.8% | -164.6% | -43.4% |
| YTD | -35.3% | +97.3% | -132.5% | -47.7% |
| 1Y | -19.3% | +90.1% | -109.4% | -34.4% |
| 3Y | +18.1% | +98.0% | -79.9% | -9.3% |
| 5Y | +2.6% | -36.9% | +39.6% | -0.5% |
| All | +330.2% | +618.3% | -288.1% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling