+186.1%
ABT vs OKTA
+627.3%
-441.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.3% | -0.6% |
| 7D | -4.7% | +5.9% | -10.6% | -5.3% |
| 30D | -3.1% | +14.6% | -17.7% | -4.9% |
| 3M | +16.1% | +44.0% | -27.9% | +10.9% |
| 6M | -5.3% | +116.7% | -122.0% | -14.5% |
| YTD | -14.4% | +99.8% | -114.2% | -22.3% |
| 1Y | -18.4% | +84.1% | -102.5% | -25.3% |
| 3Y | +11.2% | +97.7% | -86.5% | -2.1% |
| 5Y | -9.4% | -35.2% | +25.8% | -9.6% |
| All | +186.1% | +627.3% | -441.2% | +95.6% |
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