+73.0%
IBM vs OKTA
+95.5%
-22.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.3% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -1.8% | +13.8% | -15.7% | -5.0% |
| 3M | -13.5% | +48.9% | -62.4% | -22.1% |
| 6M | -5.1% | +114.9% | -120.0% | -21.3% |
| YTD | -19.4% | +97.9% | -117.3% | -32.5% |
| 1Y | -6.5% | +89.7% | -96.2% | -21.3% |
| All | +73.0% | +95.5% | -22.5% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling