+721.2%
GOOG vs OKTA
+601.1%
+120.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.1% |
| 7D | 0.0% | -2.4% | +2.4% | +0.5% |
| 30D | -2.0% | +13.0% | -15.0% | -5.3% |
| 3M | -5.9% | +41.7% | -47.6% | -13.4% |
| 6M | +8.9% | +105.9% | -97.0% | -9.4% |
| YTD | +7.1% | +92.6% | -85.4% | -10.3% |
| 1Y | +39.7% | +81.1% | -41.4% | +18.4% |
| 3Y | +145.8% | +84.8% | +61.0% | +99.4% |
| 5Y | +138.6% | -34.4% | +173.0% | +127.8% |
| All | +721.2% | +601.1% | +120.2% | +354.8% |
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 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