+2,073.9%
AVGO vs OKTA
+605.7%
+1,468.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.7% | +3.4% |
| 7D | -0.3% | +0.7% | -1.0% | -0.6% |
| 30D | -13.8% | +13.0% | -26.8% | -17.2% |
| 3M | -6.9% | +43.4% | -50.4% | -16.0% |
| 6M | +11.9% | +107.6% | -95.7% | -9.7% |
| YTD | +6.9% | +93.8% | -86.9% | -12.8% |
| 1Y | +7.4% | +80.8% | -73.4% | -11.1% |
| 3Y | +345.6% | +91.8% | +253.8% | +252.7% |
| 5Y | +718.9% | -36.4% | +755.3% | +687.7% |
| All | +2,073.9% | +605.7% | +1,468.3% | +1,120.5% |
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 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