+145.2%
GOOGL vs OKTA
+95.5%
+49.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -3.2% | +13.8% | -17.0% | -5.0% |
| 3M | -6.6% | +48.9% | -55.5% | -11.6% |
| 6M | +8.5% | +114.9% | -106.5% | -3.9% |
| YTD | +6.5% | +97.9% | -91.4% | -4.7% |
| 1Y | +39.4% | +89.7% | -50.3% | +25.7% |
| All | +145.2% | +95.5% | +49.7% | +116.8% |
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