+31.6%
HPQ vs OKTA
+83.4%
-51.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.7% | +11.1% | +8.9% |
| 7D | +9.8% | -2.4% | +12.2% | +10.2% |
| 30D | +22.4% | +13.0% | +9.3% | +18.8% |
| 3M | +45.2% | +41.7% | +3.5% | +32.0% |
| 6M | +96.4% | +105.9% | -9.5% | +62.0% |
| YTD | +65.4% | +92.6% | -27.2% | +38.7% |
| 1Y | +31.6% | +81.1% | -49.5% | +13.5% |
| All | +31.6% | +83.4% | -51.8% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling