+17.6%
ABNB vs OKTA
-28.2%
+45.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.3% |
| 7D | -6.5% | -2.4% | -4.1% | -5.8% |
| 30D | -5.5% | +13.0% | -18.5% | -10.5% |
| 3M | +30.0% | +41.7% | -11.7% | +14.1% |
| 6M | +27.6% | +105.9% | -78.3% | -3.9% |
| YTD | +25.4% | +92.6% | -67.2% | -4.1% |
| 1Y | +38.3% | +81.1% | -42.7% | +7.6% |
| 3Y | +15.5% | +84.8% | -69.3% | -16.2% |
| 5Y | +3.0% | -34.4% | +37.5% | +5.3% |
| All | +17.6% | -28.2% | +45.8% | +17.4% |
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