+334.6%
CSCO vs OKTA
+618.3%
-283.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | +2.6% | -3.3% | -1.0% |
| 30D | -10.1% | +16.0% | -26.1% | -12.4% |
| 3M | -15.7% | +38.2% | -53.8% | -19.9% |
| 6M | +36.3% | +137.8% | -101.5% | +18.9% |
| YTD | +43.8% | +97.3% | -53.5% | +28.4% |
| 1Y | +63.9% | +90.1% | -26.2% | +46.9% |
| 3Y | +104.4% | +98.0% | +6.3% | +77.5% |
| 5Y | +111.4% | -36.9% | +148.3% | +108.6% |
| All | +334.6% | +618.3% | -283.7% | +163.3% |
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 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