+250.7%
HOOD vs OKTA
-32.1%
+282.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +17.1% | +2.6% | +14.5% | +15.9% |
| 30D | +31.6% | +16.0% | +15.6% | +20.4% |
| 3M | +38.2% | +38.2% | +0.1% | +15.3% |
| 6M | +48.5% | +137.8% | -89.3% | -9.1% |
| YTD | +8.0% | +97.3% | -89.3% | -27.7% |
| 1Y | +18.7% | +90.1% | -71.4% | -18.6% |
| 3Y | +999.1% | +98.0% | +901.1% | +607.3% |
| 5Y | +181.7% | -36.9% | +218.6% | +219.3% |
| All | +250.7% | -32.1% | +282.8% | +292.9% |
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