+904.1%
AAPL vs OKTA
+601.1%
+303.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.2% |
| 7D | +3.8% | -2.4% | +6.2% | +4.3% |
| 30D | +9.9% | +13.0% | -3.1% | +6.4% |
| 3M | +12.5% | +41.7% | -29.2% | +3.7% |
| 6M | +27.6% | +105.9% | -78.3% | +6.9% |
| YTD | +22.6% | +92.6% | -70.0% | +3.4% |
| 1Y | +45.0% | +81.1% | -36.1% | +23.6% |
| 3Y | +87.8% | +84.8% | +2.9% | +53.0% |
| 5Y | +128.7% | -34.4% | +163.1% | +120.1% |
| All | +904.1% | +601.1% | +303.1% | +501.1% |
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 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