+1,335.4%
ASML vs OKTA
+618.3%
+717.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | +2.6% | -1.5% | +0.3% |
| 30D | +2.2% | +16.0% | -13.8% | -3.3% |
| 3M | -2.3% | +38.2% | -40.5% | -12.2% |
| 6M | +23.0% | +137.8% | -114.8% | -8.8% |
| YTD | +61.1% | +97.3% | -36.2% | +25.3% |
| 1Y | +129.1% | +90.1% | +39.0% | +80.2% |
| 3Y | +165.4% | +98.0% | +67.4% | +97.0% |
| 5Y | +109.5% | -36.9% | +146.4% | +101.1% |
| All | +1,335.4% | +618.3% | +717.1% | +649.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling