+138.3%
ADI vs OKTA
-34.5%
+172.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.7% | +7.5% | +5.3% |
| 7D | +4.6% | -2.4% | +7.0% | +5.0% |
| 30D | -1.2% | +13.0% | -14.2% | -4.0% |
| 3M | -7.8% | +41.7% | -49.5% | -14.3% |
| 6M | +19.3% | +105.9% | -86.6% | +1.1% |
| YTD | +40.9% | +92.6% | -51.6% | +20.3% |
| 1Y | +54.5% | +81.1% | -26.6% | +33.5% |
| 3Y | +123.4% | +84.8% | +38.6% | +86.4% |
| All | +138.3% | -34.5% | +172.7% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling