+247.5%
INTC vs OKTA
+601.1%
-353.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.2% |
| 7D | +7.5% | -2.4% | +9.9% | +7.9% |
| 30D | +2.0% | +13.0% | -11.1% | -1.2% |
| 3M | -12.0% | +41.7% | -53.7% | -18.7% |
| 6M | +114.5% | +105.9% | +8.6% | +78.6% |
| YTD | +179.0% | +92.6% | +86.4% | +134.5% |
| 1Y | +318.3% | +81.1% | +237.2% | +256.7% |
| 3Y | +171.2% | +84.8% | +86.4% | +122.9% |
| 5Y | +107.6% | -34.4% | +142.0% | +96.4% |
| All | +247.5% | +601.1% | -353.6% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling