+524.8%
ENTG vs OKTA
+601.1%
-76.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +3.0% |
| 7D | +1.2% | -2.4% | +3.6% | +1.9% |
| 30D | -12.9% | +13.0% | -25.9% | -17.4% |
| 3M | -3.1% | +41.7% | -44.8% | -14.9% |
| 6M | +21.0% | +105.9% | -84.9% | -9.7% |
| YTD | +67.0% | +92.6% | -25.5% | +26.1% |
| 1Y | +68.6% | +81.1% | -12.4% | +30.6% |
| 3Y | +48.6% | +84.8% | -36.2% | +10.0% |
| 5Y | +18.6% | -34.4% | +53.1% | +10.7% |
| All | +524.8% | +601.1% | -76.2% | +188.7% |
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 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