+424.3%
HCA vs OKTA
+601.1%
-176.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.6% |
| 7D | +5.4% | -2.4% | +7.8% | +5.6% |
| 30D | +3.0% | +13.0% | -10.1% | +1.6% |
| 3M | +13.0% | +41.7% | -28.7% | +9.1% |
| 6M | -20.3% | +105.9% | -126.2% | -26.3% |
| YTD | -8.2% | +92.6% | -100.8% | -14.9% |
| 1Y | +6.7% | +81.1% | -74.4% | -0.6% |
| 3Y | +60.4% | +84.8% | -24.5% | +45.8% |
| 5Y | +73.4% | -34.4% | +107.9% | +68.5% |
| All | +424.3% | +601.1% | -176.7% | +279.9% |
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