+247.2%
AMAT vs OKTA
-36.5%
+283.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | +2.6% | -4.1% | -2.2% |
| 30D | -14.8% | +16.0% | -30.8% | -18.7% |
| 3M | -9.3% | +38.2% | -47.4% | -17.4% |
| 6M | +27.4% | +137.8% | -110.4% | -2.9% |
| YTD | +77.6% | +97.3% | -19.7% | +42.0% |
| 1Y | +188.9% | +90.1% | +98.8% | +133.6% |
| 3Y | +202.3% | +98.0% | +104.3% | +131.1% |
| All | +247.2% | -36.5% | +283.8% | +277.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling