+963.5%
HOOD vs OKTA
+97.4%
+866.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.8% | -3.1% |
| 7D | +7.7% | +5.9% | +1.9% | +5.4% |
| 30D | +22.0% | +14.6% | +7.4% | +13.3% |
| 3M | +37.6% | +44.0% | -6.4% | +13.9% |
| 6M | +45.3% | +116.7% | -71.4% | -5.3% |
| YTD | +1.9% | +99.8% | -97.8% | -31.3% |
| 1Y | -2.7% | +84.1% | -86.8% | -31.2% |
| All | +963.5% | +97.4% | +866.1% | +583.0% |
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 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