+150.5%
ADSK vs OKTA
+601.1%
-450.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.2% |
| 7D | -2.5% | -2.4% | -0.1% | -1.8% |
| 30D | -14.9% | +13.0% | -27.9% | -19.2% |
| 3M | +3.3% | +41.7% | -38.4% | -9.7% |
| 6M | -15.7% | +105.9% | -121.6% | -37.0% |
| YTD | -28.2% | +92.6% | -120.8% | -45.5% |
| 1Y | -34.5% | +81.1% | -115.6% | -49.3% |
| 3Y | -2.9% | +84.8% | -87.7% | -30.2% |
| 5Y | -25.3% | -34.4% | +9.1% | -28.5% |
| All | +150.5% | +601.1% | -450.6% | -7.7% |
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