+8.5%
HD vs OKTA
-30.2%
+38.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | -1.2% | -4.6% | +3.4% | -0.8% |
| 30D | +20.9% | -19.7% | +40.6% | +22.8% |
| 3M | -0.2% | +21.2% | -21.4% | -2.9% |
| 6M | +14.5% | +123.1% | -108.6% | +3.4% |
| YTD | +4.3% | +110.8% | -106.5% | -5.8% |
| 1Y | -3.5% | +113.0% | -116.4% | -13.0% |
| 3Y | +30.1% | +168.9% | -138.8% | +11.1% |
| 5Y | +8.5% | -28.7% | +37.1% | +2.5% |
| All | +8.5% | -30.2% | +38.6% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling