+145.8%
GOOG vs OKTA
+90.2%
+55.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.8% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | -2.0% | +13.0% | -15.0% | -3.8% |
| 3M | -5.9% | +41.7% | -47.6% | -10.4% |
| 6M | +8.9% | +105.9% | -97.0% | -2.9% |
| YTD | +7.1% | +92.6% | -85.4% | -3.7% |
| 1Y | +39.7% | +81.1% | -41.4% | +26.9% |
| 3Y | +145.8% | +84.8% | +61.0% | +118.2% |
| All | +145.8% | +90.2% | +55.6% | +118.2% |
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 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