+442.7%
ADI vs OKTA
+627.3%
-184.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.1% |
| 7D | +2.6% | +5.9% | -3.2% | +1.4% |
| 30D | -4.6% | +14.6% | -19.2% | -8.0% |
| 3M | -9.5% | +44.0% | -53.5% | -17.1% |
| 6M | +14.8% | +116.7% | -101.9% | -6.0% |
| YTD | +35.8% | +99.8% | -64.0% | +12.4% |
| 1Y | +48.9% | +84.1% | -35.1% | +25.4% |
| 3Y | +115.6% | +97.7% | +17.9% | +72.3% |
| 5Y | +135.1% | -35.2% | +170.3% | +126.3% |
| All | +442.7% | +627.3% | -184.6% | +198.3% |
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