+444.5%
HPE vs OKTA
+627.3%
-182.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.1% | +4.6% |
| 7D | +13.6% | +5.9% | +7.8% | +12.6% |
| 30D | +7.7% | +14.6% | -6.9% | +4.6% |
| 3M | +22.4% | +44.0% | -21.6% | +14.3% |
| 6M | +172.6% | +116.7% | +55.9% | +137.3% |
| YTD | +147.5% | +99.8% | +47.7% | +117.5% |
| 1Y | +151.8% | +84.1% | +67.7% | +123.8% |
| 3Y | +267.1% | +97.7% | +169.4% | +218.3% |
| 5Y | +362.8% | -35.2% | +397.9% | +331.5% |
| All | +444.5% | +627.3% | -182.8% | +245.7% |
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 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