-9.4%
CMCSA vs OKTA
+601.1%
-610.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.4% |
| 7D | -4.9% | -2.4% | -2.5% | -4.7% |
| 30D | -1.1% | +13.0% | -14.1% | -2.7% |
| 3M | +6.6% | +41.7% | -35.1% | +2.2% |
| 6M | -15.5% | +105.9% | -121.4% | -22.8% |
| YTD | -6.7% | +92.6% | -99.2% | -14.4% |
| 1Y | -15.6% | +81.1% | -96.7% | -22.2% |
| 3Y | -33.7% | +84.8% | -118.5% | -40.3% |
| 5Y | -46.6% | -34.4% | -12.2% | -48.3% |
| All | -9.4% | +601.1% | -610.5% | -32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling