+91.7%
BKNG vs OKTA
-32.6%
+124.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | -10.7% | +0.4% | -11.1% | -10.7% |
| 30D | -18.1% | +13.8% | -31.9% | -20.5% |
| 3M | +8.5% | +48.9% | -40.4% | 0.0% |
| 6M | -0.1% | +114.9% | -115.0% | -15.5% |
| YTD | -18.2% | +97.9% | -116.1% | -30.0% |
| 1Y | -19.9% | +89.7% | -109.5% | -31.0% |
| 3Y | +41.6% | +95.8% | -54.2% | +17.4% |
| All | +91.7% | -32.6% | +124.3% | +89.1% |
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 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