+164.9%
ASML vs OKTA
+100.0%
+64.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.2% |
| 7D | +1.1% | +2.6% | -1.5% | +0.6% |
| 30D | +2.2% | +16.0% | -13.8% | -1.2% |
| 3M | -2.3% | +38.2% | -40.5% | -9.1% |
| 6M | +23.0% | +137.8% | -114.8% | -1.3% |
| YTD | +61.1% | +97.3% | -36.2% | +35.4% |
| 1Y | +129.1% | +90.1% | +39.0% | +94.6% |
| All | +164.9% | +100.0% | +64.9% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling