-16.7%
IBM vs OKTA
+117.7%
-134.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +1.6% | +8.4% | -6.8% | -0.4% |
| 30D | +9.2% | -13.7% | +22.9% | +12.4% |
| 3M | +4.9% | +18.0% | -13.1% | -1.3% |
| 6M | +16.8% | +133.8% | -117.1% | -16.5% |
| YTD | -14.3% | +111.5% | -125.8% | -38.6% |
| 1Y | -16.7% | +118.3% | -135.0% | -40.9% |
| All | -16.7% | +117.7% | -134.4% | -40.9% |
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 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