+1,377.2%
ASML vs OKTA
+605.7%
+771.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.4% |
| 7D | +6.0% | +0.7% | +5.3% | +5.7% |
| 30D | +1.4% | +13.0% | -11.6% | -3.3% |
| 3M | +1.0% | +43.4% | -42.4% | -10.2% |
| 6M | +37.0% | +107.6% | -70.6% | +6.1% |
| YTD | +65.8% | +93.8% | -28.1% | +29.6% |
| 1Y | +123.1% | +80.8% | +42.3% | +78.0% |
| 3Y | +188.2% | +91.8% | +96.4% | +115.9% |
| 5Y | +115.6% | -36.4% | +152.0% | +106.4% |
| All | +1,377.2% | +605.7% | +771.5% | +674.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling