+1,454.1%
CIEN vs OKTA
+605.7%
+848.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.7% |
| 7D | -5.3% | +0.7% | -6.0% | -5.6% |
| 30D | -17.2% | +13.0% | -30.2% | -20.3% |
| 3M | -26.9% | +43.4% | -70.3% | -33.4% |
| 6M | +16.0% | +107.6% | -91.6% | -5.4% |
| YTD | +45.9% | +93.8% | -47.9% | +19.6% |
| 1Y | +186.8% | +80.8% | +106.0% | +138.8% |
| 3Y | +607.8% | +91.8% | +516.0% | +462.9% |
| 5Y | +506.7% | -36.4% | +543.1% | +472.6% |
| All | +1,454.1% | +605.7% | +848.5% | +823.2% |
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