+282.1%
CSCO vs OKTA
+670.0%
-387.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.4% | -6.3% |
| 7D | +1.9% | +8.4% | -6.5% | +0.9% |
| 30D | -15.8% | -13.7% | -2.1% | -14.3% |
| 3M | -15.4% | +18.0% | -33.4% | -17.8% |
| 6M | -5.4% | +133.8% | -139.2% | -17.1% |
| YTD | +26.5% | +111.5% | -85.0% | +11.6% |
| 1Y | +25.9% | +118.3% | -92.4% | +10.6% |
| 3Y | +97.5% | +168.0% | -70.5% | +64.7% |
| 5Y | +93.0% | -30.1% | +123.1% | +87.5% |
| All | +282.1% | +670.0% | -387.8% | +128.9% |
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 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