+157.6%
HPQ vs OKTA
+627.3%
-469.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.9% | +4.4% |
| 7D | +2.2% | +5.9% | -3.6% | +1.3% |
| 30D | +9.7% | +14.6% | -4.8% | +6.6% |
| 3M | +32.7% | +44.0% | -11.3% | +23.7% |
| 6M | +77.7% | +116.7% | -39.0% | +54.2% |
| YTD | +51.0% | +99.8% | -48.8% | +32.2% |
| 1Y | +18.4% | +84.1% | -65.7% | +4.9% |
| 3Y | +25.6% | +97.7% | -72.1% | +7.0% |
| 5Y | +38.6% | -35.2% | +73.8% | +32.0% |
| All | +157.6% | +627.3% | -469.7% | +64.6% |
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