+57.7%
AZN vs OKTA
-34.5%
+92.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.4% |
| 7D | -1.6% | -2.4% | +0.8% | -1.5% |
| 30D | +1.1% | +13.0% | -12.0% | +0.4% |
| 3M | -12.1% | +41.7% | -53.8% | -13.8% |
| 6M | -17.1% | +105.9% | -123.1% | -20.8% |
| YTD | -12.0% | +92.6% | -104.5% | -15.6% |
| 1Y | -0.2% | +81.1% | -81.3% | -4.0% |
| 3Y | +26.8% | +84.8% | -58.1% | +20.5% |
| All | +57.7% | -34.5% | +92.2% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling