+13.1%
DIS vs OKTA
+668.6%
-655.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +0.9% | +6.6% | -5.8% | 0.0% |
| 30D | +8.9% | -19.4% | +28.3% | +11.4% |
| 3M | +14.5% | +23.9% | -9.4% | +9.8% |
| 6M | +12.2% | +130.9% | -118.7% | -2.8% |
| YTD | +4.7% | +111.1% | -106.4% | -8.9% |
| 1Y | +2.8% | +115.5% | -112.7% | -10.8% |
| 3Y | +38.1% | +169.4% | -131.2% | +12.6% |
| 5Y | -23.6% | -30.2% | +6.6% | -29.3% |
| All | +13.1% | +668.6% | -655.5% | -19.6% |
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