+44.2%
EOG vs OKTA
+114.8%
-70.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.2% |
| 7D | -8.6% | -14.2% | +5.6% | -8.9% |
| 30D | +2.8% | -12.5% | +15.2% | +2.6% |
| 3M | +3.2% | +29.2% | -26.1% | +4.1% |
| 6M | +5.3% | +147.3% | -142.0% | +6.2% |
| YTD | +44.5% | +120.9% | -76.4% | +44.1% |
| 1Y | +44.2% | +119.7% | -75.5% | +43.0% |
| All | +44.2% | +114.8% | -70.6% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling