+128.9%
ASML vs OKTA
+141.0%
-12.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.5% | +5.3% |
| 7D | -9.0% | -19.0% | +10.0% | -5.7% |
| 30D | -21.0% | -22.6% | +1.7% | -17.5% |
| 3M | -16.3% | +17.5% | -33.8% | -19.5% |
| 6M | -7.5% | +117.8% | -125.4% | -23.4% |
| YTD | +34.0% | +95.1% | -61.1% | +12.6% |
| 1Y | +39.3% | +96.4% | -57.2% | +16.7% |
| 3Y | +128.9% | +149.0% | -20.1% | +81.7% |
| All | +128.9% | +141.0% | -12.1% | +81.7% |
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