+30.2%
DIS vs OKTA
+97.4%
-67.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.0% |
| 7D | -3.5% | +5.9% | -9.4% | -3.8% |
| 30D | +1.0% | +14.6% | -13.6% | +0.1% |
| 3M | +5.7% | +44.0% | -38.3% | +2.6% |
| 6M | +3.3% | +116.7% | -113.4% | -4.2% |
| YTD | -7.7% | +99.8% | -107.5% | -13.8% |
| 1Y | -10.0% | +84.1% | -94.0% | -15.2% |
| All | +30.2% | +97.4% | -67.2% | +25.7% |
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