+140.0%
ASML vs OKTA
+171.0%
-31.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.4% |
| 7D | +2.5% | -4.6% | +7.2% | +3.5% |
| 30D | -12.2% | -19.7% | +7.5% | -9.0% |
| 3M | -14.6% | +21.2% | -35.8% | -18.2% |
| 6M | -1.7% | +123.1% | -124.8% | -18.6% |
| YTD | +44.3% | +110.8% | -66.5% | +19.8% |
| 1Y | +51.0% | +113.0% | -62.0% | +24.8% |
| All | +140.0% | +171.0% | -31.0% | +90.2% |
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