+461.3%
ABBV vs OKTA
+605.7%
-144.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.9% |
| 7D | -4.3% | +0.7% | -5.0% | -4.4% |
| 30D | +1.1% | +13.0% | -11.9% | +0.2% |
| 3M | +12.3% | +43.4% | -31.1% | +9.6% |
| 6M | +9.8% | +107.6% | -97.8% | +4.0% |
| YTD | +11.5% | +93.8% | -82.4% | +5.9% |
| 1Y | +22.3% | +80.8% | -58.6% | +16.6% |
| 3Y | +85.2% | +91.8% | -6.6% | +73.2% |
| 5Y | +170.8% | -36.4% | +207.2% | +175.4% |
| All | +461.3% | +605.7% | -144.3% | +270.5% |
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