+45.5%
ENTG vs OKTA
+95.5%
-50.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.7% |
| 7D | +5.1% | +0.4% | +4.7% | +5.0% |
| 30D | -8.5% | +13.8% | -22.4% | -12.6% |
| 3M | +6.7% | +48.9% | -42.2% | -6.0% |
| 6M | +17.7% | +114.9% | -97.2% | -11.2% |
| YTD | +63.5% | +97.9% | -34.4% | +26.0% |
| 1Y | +73.6% | +89.7% | -16.1% | +36.9% |
| All | +45.5% | +95.5% | -50.0% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling