+177.2%
ABT vs OKTA
+601.1%
-423.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.1% |
| 7D | -5.9% | -2.4% | -3.5% | -5.7% |
| 30D | -8.1% | +13.0% | -21.1% | -9.6% |
| 3M | +14.5% | +41.7% | -27.2% | +9.5% |
| 6M | -6.3% | +105.9% | -112.2% | -14.9% |
| YTD | -17.1% | +92.6% | -109.7% | -24.4% |
| 1Y | -21.4% | +81.1% | -102.4% | -27.9% |
| 3Y | +5.9% | +84.8% | -78.9% | -6.0% |
| 5Y | -12.8% | -34.4% | +21.7% | -13.4% |
| All | +177.2% | +601.1% | -423.8% | +90.2% |
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