-6.5%
IBM vs OKTA
+82.1%
-88.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -1.8% | +13.8% | -15.7% | -5.7% |
| 3M | -13.5% | +48.9% | -62.4% | -25.7% |
| 6M | -5.1% | +114.9% | -120.0% | -29.1% |
| YTD | -19.4% | +97.9% | -117.3% | -39.4% |
| 1Y | -6.5% | +89.7% | -96.2% | -28.6% |
| All | -6.5% | +82.1% | -88.6% | -28.6% |
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 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