+125.5%
IBM vs OKTA
+670.0%
-544.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +1.6% | +8.4% | -6.8% | +0.7% |
| 30D | +9.2% | -13.7% | +22.9% | +10.7% |
| 3M | +4.9% | +18.0% | -13.1% | +2.3% |
| 6M | +16.8% | +133.8% | -117.1% | +5.2% |
| YTD | -14.3% | +111.5% | -125.8% | -22.3% |
| 1Y | -16.7% | +118.3% | -135.0% | -24.7% |
| 3Y | +82.2% | +168.0% | -85.8% | +60.8% |
| 5Y | +149.9% | -30.1% | +180.0% | +137.1% |
| All | +125.5% | +670.0% | -544.5% | +63.7% |
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