+46.1%
ASML vs OKTA
+114.8%
-68.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.6% |
| 7D | -10.0% | -14.2% | +4.2% | -9.6% |
| 30D | -19.4% | -12.5% | -7.0% | -19.1% |
| 3M | -12.5% | +29.2% | -41.7% | -12.4% |
| 6M | +8.2% | +147.3% | -139.1% | +8.9% |
| YTD | +40.7% | +120.9% | -80.2% | +43.3% |
| 1Y | +46.1% | +119.7% | -73.5% | +49.3% |
| All | +46.1% | +114.8% | -68.6% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling