+198.7%
HD vs OKTA
+668.6%
-469.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -0.5% | +6.6% | -7.1% | -1.2% |
| 30D | +18.5% | -19.4% | +37.9% | +21.0% |
| 3M | +2.2% | +23.9% | -21.8% | -1.9% |
| 6M | +13.8% | +130.9% | -117.0% | -0.8% |
| YTD | +3.4% | +111.1% | -107.7% | -9.5% |
| 1Y | -3.5% | +115.5% | -119.0% | -15.9% |
| 3Y | +29.0% | +169.4% | -140.4% | +5.5% |
| 5Y | +6.1% | -30.2% | +36.3% | +1.4% |
| All | +198.7% | +668.6% | -469.9% | +92.0% |
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