+48.5%
AMZN vs OKTA
-34.5%
+83.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.6% |
| 7D | -0.7% | -2.4% | +1.7% | -0.2% |
| 30D | -3.9% | +13.0% | -17.0% | -7.9% |
| 3M | +6.3% | +41.7% | -35.4% | -4.0% |
| 6M | +20.8% | +105.9% | -85.2% | -4.0% |
| YTD | +11.2% | +92.6% | -81.3% | -10.6% |
| 1Y | +11.7% | +81.1% | -69.4% | -8.8% |
| 3Y | +79.4% | +84.8% | -5.4% | +39.0% |
| All | +48.5% | -34.5% | +83.0% | +45.5% |
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 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