+225.5%
HOOD vs OKTA
-31.9%
+257.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.3% |
| 7D | -9.1% | +0.4% | -9.5% | -9.3% |
| 30D | +20.1% | +13.8% | +6.3% | +10.8% |
| 3M | +31.2% | +48.9% | -17.7% | +5.7% |
| 6M | +44.3% | +114.9% | -70.6% | -6.5% |
| YTD | +0.2% | +97.9% | -97.7% | -33.0% |
| 1Y | -3.5% | +89.7% | -93.2% | -33.8% |
| 3Y | +955.2% | +95.8% | +859.4% | +582.7% |
| 5Y | +175.3% | -32.6% | +207.9% | +207.4% |
| All | +225.5% | -31.9% | +257.4% | +264.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling