+31.7%
HD vs OKTA
+171.0%
-139.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | 0.0% |
| 7D | -1.2% | -4.6% | +3.4% | -1.0% |
| 30D | +20.9% | -19.7% | +40.6% | +21.6% |
| 3M | -0.2% | +21.2% | -21.4% | -1.5% |
| 6M | +14.5% | +123.1% | -108.6% | +8.0% |
| YTD | +4.3% | +110.8% | -106.5% | -1.4% |
| 1Y | -3.5% | +113.0% | -116.4% | -8.9% |
| All | +31.7% | +171.0% | -139.3% | +18.9% |
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 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