+140.1%
GOOGL vs OKTA
-34.5%
+174.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.2% |
| 7D | 0.0% | -2.4% | +2.4% | +0.4% |
| 30D | -1.4% | +13.0% | -14.4% | -4.2% |
| 3M | -5.3% | +41.7% | -47.0% | -11.9% |
| 6M | +9.8% | +105.9% | -96.1% | -6.5% |
| YTD | +8.4% | +92.6% | -84.2% | -7.1% |
| 1Y | +41.2% | +81.1% | -39.9% | +22.4% |
| 3Y | +149.6% | +84.8% | +64.7% | +107.8% |
| All | +140.1% | -34.5% | +174.5% | +135.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling