-23.9%
HD vs OKTA
+82.1%
-106.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | -3.9% | +0.4% | -4.3% | -3.9% |
| 30D | -13.1% | +13.8% | -27.0% | -12.8% |
| 3M | -3.4% | +48.9% | -52.3% | -2.8% |
| 6M | -12.6% | +114.9% | -127.5% | -11.8% |
| YTD | -9.2% | +97.9% | -107.1% | -7.8% |
| 1Y | -23.9% | +89.7% | -113.6% | -23.5% |
| All | -23.9% | +82.1% | -106.0% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling