+45.9%
CSCO vs OKTA
+114.8%
-68.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -6.1% | -14.2% | +8.1% | -5.0% |
| 30D | -8.2% | -12.5% | +4.3% | -7.3% |
| 3M | -14.6% | +29.2% | -43.8% | -15.7% |
| 6M | +12.7% | +147.3% | -134.6% | +2.8% |
| YTD | +37.0% | +120.9% | -83.9% | +27.8% |
| 1Y | +45.9% | +119.7% | -73.8% | +36.3% |
| All | +45.9% | +114.8% | -68.8% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling