+13.8%
DIS vs OKTA
+670.0%
-656.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.9% | +8.4% | -6.5% | +0.9% |
| 30D | +9.2% | -13.7% | +22.9% | +10.7% |
| 3M | +13.5% | +18.0% | -4.5% | +9.6% |
| 6M | +14.3% | +133.8% | -119.6% | -1.2% |
| YTD | +5.4% | +111.5% | -106.1% | -8.3% |
| 1Y | +12.2% | +118.3% | -106.2% | -2.9% |
| 3Y | +37.2% | +168.0% | -130.8% | +11.9% |
| 5Y | -23.1% | -30.1% | +6.9% | -28.9% |
| All | +13.8% | +670.0% | -656.2% | -19.1% |
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 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