+711.3%
GOOGL vs OKTA
+605.7%
+105.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.3% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | -4.4% | +13.0% | -17.4% | -7.7% |
| 3M | -6.8% | +43.4% | -50.2% | -14.5% |
| 6M | +13.6% | +107.6% | -94.1% | -5.8% |
| YTD | +8.3% | +93.8% | -85.5% | -9.4% |
| 1Y | +44.9% | +80.8% | -35.9% | +22.8% |
| 3Y | +150.5% | +91.8% | +58.7% | +101.2% |
| 5Y | +137.7% | -36.4% | +174.1% | +128.9% |
| All | +711.3% | +605.7% | +105.6% | +346.6% |
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