+177.3%
HOOD vs OKTA
-34.5%
+211.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.6% |
| 7D | -7.8% | -2.4% | -5.4% | -6.8% |
| 30D | +18.6% | +13.0% | +5.6% | +9.7% |
| 3M | +22.1% | +41.7% | -19.6% | +0.5% |
| 6M | +43.1% | +105.9% | -62.9% | -5.6% |
| YTD | -0.5% | +92.6% | -93.0% | -32.8% |
| 1Y | -4.4% | +81.1% | -85.5% | -33.0% |
| 3Y | +938.5% | +84.8% | +853.6% | +588.9% |
| All | +177.3% | -34.5% | +211.7% | +222.7% |
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