+14.0%
DIS vs OKTA
+651.0%
-636.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | 0.0% |
| 7D | +4.4% | -6.0% | +10.4% | +5.1% |
| 30D | +10.3% | -23.2% | +33.5% | +13.6% |
| 3M | +15.5% | +18.3% | -2.8% | +11.5% |
| 6M | +11.2% | +112.6% | -101.4% | -2.5% |
| YTD | +5.6% | +106.3% | -100.7% | -7.8% |
| 1Y | +7.7% | +108.0% | -100.3% | -6.1% |
| 3Y | +39.3% | +163.2% | -123.9% | +13.8% |
| 5Y | -29.5% | -30.9% | +1.4% | -34.7% |
| All | +14.0% | +651.0% | -636.9% | -18.7% |
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 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