-10.2%
ADSK vs OKTA
+114.8%
-125.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.7% | +6.3% | +6.9% |
| 7D | +11.4% | -14.2% | +25.6% | +14.3% |
| 30D | +21.9% | -12.5% | +34.4% | +24.1% |
| 3M | +13.9% | +29.2% | -15.4% | +5.7% |
| 6M | +9.1% | +147.3% | -138.2% | -15.9% |
| YTD | -8.8% | +120.9% | -129.7% | -26.5% |
| 1Y | -10.2% | +119.7% | -129.9% | -27.5% |
| All | -10.2% | +114.8% | -125.0% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling