+346.3%
CSCO vs OKTA
+601.1%
-254.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.7% | +7.1% | +4.7% |
| 7D | +2.7% | -2.4% | +5.1% | +3.0% |
| 30D | -9.5% | +13.0% | -22.5% | -11.4% |
| 3M | -7.6% | +41.7% | -49.3% | -12.5% |
| 6M | +44.9% | +105.9% | -61.0% | +29.0% |
| YTD | +47.7% | +92.6% | -44.9% | +32.2% |
| 1Y | +69.1% | +81.1% | -12.0% | +52.5% |
| 3Y | +113.5% | +84.8% | +28.7% | +87.2% |
| 5Y | +122.8% | -34.4% | +157.2% | +118.0% |
| All | +346.3% | +601.1% | -254.8% | +171.2% |
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 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