+214.0%
AMAT vs OKTA
+97.2%
+116.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | +2.6% | -4.1% | -2.0% |
| 30D | -14.8% | +16.0% | -30.8% | -17.6% |
| 3M | -9.3% | +38.2% | -47.4% | -15.5% |
| 6M | +27.4% | +137.8% | -110.4% | +2.1% |
| YTD | +77.6% | +97.3% | -19.7% | +49.3% |
| 1Y | +188.9% | +90.1% | +98.8% | +145.7% |
| All | +214.0% | +97.2% | +116.9% | +154.7% |
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 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