+2,311.1%
ANET vs OKTA
+601.1%
+1,710.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.7% | +8.3% | +6.3% |
| 7D | +3.0% | -2.4% | +5.4% | +3.6% |
| 30D | -5.2% | +13.0% | -18.2% | -9.6% |
| 3M | +27.6% | +41.7% | -14.1% | +13.6% |
| 6M | +44.4% | +105.9% | -61.5% | +12.8% |
| YTD | +52.3% | +92.6% | -40.2% | +20.6% |
| 1Y | +30.4% | +81.1% | -50.6% | +5.0% |
| 3Y | +313.3% | +84.8% | +228.4% | +218.1% |
| 5Y | +810.0% | -34.4% | +844.5% | +777.0% |
| All | +2,311.1% | +601.1% | +1,710.0% | +905.3% |
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