+536.7%
ENTG vs OKTA
+627.3%
-90.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.4% |
| 7D | +8.9% | +5.9% | +3.0% | +6.9% |
| 30D | -0.8% | +14.6% | -15.4% | -6.4% |
| 3M | +6.6% | +44.0% | -37.4% | -6.8% |
| 6M | +22.1% | +116.7% | -94.6% | -10.4% |
| YTD | +70.2% | +99.8% | -29.6% | +27.0% |
| 1Y | +76.7% | +84.1% | -7.3% | +36.2% |
| 3Y | +50.5% | +97.7% | -47.2% | +8.9% |
| 5Y | +21.8% | -35.2% | +57.0% | +14.0% |
| All | +536.7% | +627.3% | -90.7% | +190.9% |
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