+89.9%
INFY vs OKTA
+601.1%
-511.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.8% |
| 7D | -5.4% | -2.4% | -3.0% | -5.1% |
| 30D | -9.9% | +13.0% | -22.9% | -11.8% |
| 3M | -4.6% | +41.7% | -46.3% | -10.0% |
| 6M | -18.5% | +105.9% | -124.4% | -27.8% |
| YTD | -36.5% | +92.6% | -129.1% | -43.4% |
| 1Y | -32.8% | +81.1% | -113.8% | -39.6% |
| 3Y | -32.2% | +84.8% | -117.0% | -40.8% |
| 5Y | -44.7% | -34.4% | -10.2% | -47.0% |
| All | +89.9% | +601.1% | -511.2% | +47.8% |
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