-2.9%
ADSK vs OKTA
+90.2%
-93.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.0% |
| 7D | -2.5% | -2.4% | -0.1% | -2.0% |
| 30D | -14.9% | +13.0% | -27.9% | -17.8% |
| 3M | +3.3% | +41.7% | -38.4% | -5.7% |
| 6M | -15.7% | +105.9% | -121.6% | -31.2% |
| YTD | -28.2% | +92.6% | -120.8% | -40.6% |
| 1Y | -34.5% | +81.1% | -115.6% | -45.1% |
| 3Y | -2.9% | +84.8% | -87.7% | -21.0% |
| All | -2.9% | +90.2% | -93.1% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling