+427.4%
ISRG vs OKTA
+667.4%
-240.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.6% |
| 7D | -6.8% | -4.6% | -2.1% | -5.9% |
| 30D | +5.1% | -19.7% | +24.9% | +9.6% |
| 3M | +12.0% | +21.2% | -9.2% | +4.9% |
| 6M | +7.0% | +123.1% | -116.1% | -15.8% |
| YTD | -20.6% | +110.8% | -131.4% | -37.5% |
| 1Y | -21.4% | +113.0% | -134.4% | -38.4% |
| 3Y | +62.0% | +168.9% | -106.9% | +14.2% |
| 5Y | +28.1% | -28.7% | +56.8% | +19.2% |
| All | +427.4% | +667.4% | -240.0% | +156.8% |
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