-42.2%
DIS vs OKTA
-34.4%
-7.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.3% |
| 7D | -3.5% | +5.9% | -9.4% | -4.3% |
| 30D | +1.0% | +14.6% | -13.6% | -1.6% |
| 3M | +5.7% | +44.0% | -38.3% | -1.0% |
| 6M | +3.3% | +116.7% | -113.4% | -10.9% |
| YTD | -7.7% | +99.8% | -107.5% | -19.7% |
| 1Y | -10.0% | +84.1% | -94.0% | -20.6% |
| 3Y | +31.7% | +97.7% | -66.0% | +10.7% |
| 5Y | -42.2% | -35.2% | -7.0% | -44.1% |
| All | -42.2% | -34.4% | -7.8% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling