+112.8%
IBM vs OKTA
+618.3%
-505.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | +2.6% | -2.9% | -0.6% |
| 30D | +0.3% | +16.0% | -15.7% | -1.7% |
| 3M | -21.6% | +38.2% | -59.8% | -25.0% |
| 6M | -4.7% | +137.8% | -142.5% | -14.0% |
| YTD | -19.1% | +97.3% | -116.4% | -25.8% |
| 1Y | -2.5% | +90.1% | -92.6% | -10.4% |
| 3Y | +74.2% | +98.0% | -23.8% | +57.8% |
| 5Y | +113.1% | -36.9% | +150.0% | +104.9% |
| All | +112.8% | +618.3% | -505.5% | +56.3% |
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