+3.1%
HD vs OKTA
+91.3%
-88.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.2% |
| 7D | -1.2% | +0.7% | -1.9% | -1.2% |
| 30D | -11.1% | +13.0% | -24.1% | -11.8% |
| 3M | +2.0% | +43.4% | -41.4% | -0.3% |
| 6M | -10.5% | +107.6% | -118.1% | -15.4% |
| YTD | -6.9% | +93.8% | -100.7% | -11.6% |
| 1Y | -23.2% | +80.8% | -104.0% | -26.7% |
| 3Y | +3.1% | +91.8% | -88.7% | -4.8% |
| All | +3.1% | +91.3% | -88.2% | -4.8% |
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