+108.4%
CSCO vs OKTA
+97.4%
+11.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.8% | -0.1% |
| 7D | 0.0% | +5.9% | -5.9% | -0.6% |
| 30D | -10.7% | +14.6% | -25.3% | -12.2% |
| 3M | -8.7% | +44.0% | -52.7% | -12.7% |
| 6M | +44.9% | +116.7% | -71.8% | +30.6% |
| YTD | +44.1% | +99.8% | -55.6% | +31.0% |
| 1Y | +65.9% | +84.1% | -18.2% | +52.0% |
| All | +108.4% | +97.4% | +11.0% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling