+1.2%
DIS vs OKTA
+620.5%
-619.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | +2.2% | +13.8% | -11.6% | -0.2% |
| 3M | +8.1% | +48.9% | -40.8% | +1.3% |
| 6M | +5.2% | +114.9% | -109.7% | -7.8% |
| YTD | -6.3% | +97.9% | -104.2% | -17.2% |
| 1Y | -7.3% | +89.7% | -97.0% | -17.7% |
| 3Y | +33.8% | +95.8% | -62.0% | +14.9% |
| 5Y | -40.7% | -32.6% | -8.1% | -44.6% |
| All | +1.2% | +620.5% | -619.2% | -26.9% |
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 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