+260.3%
EBAY vs OKTA
+601.1%
-340.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.0% |
| 7D | +4.2% | -2.4% | +6.6% | +4.5% |
| 30D | +5.6% | +13.0% | -7.4% | +2.9% |
| 3M | -1.4% | +41.7% | -43.1% | -7.4% |
| 6M | +18.2% | +105.9% | -87.7% | +3.2% |
| YTD | +24.8% | +92.6% | -67.7% | +9.8% |
| 1Y | +18.0% | +81.1% | -63.0% | +4.6% |
| 3Y | +160.3% | +84.8% | +75.4% | +121.8% |
| 5Y | +62.1% | -34.4% | +96.6% | +55.1% |
| All | +260.3% | +601.1% | -340.7% | +129.2% |
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