+32.7%
KO vs OKTA
+90.9%
-58.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.8% | +2.6% | -4.4% | -1.5% |
| 30D | +1.4% | +16.0% | -14.6% | +3.0% |
| 3M | +15.4% | +38.2% | -22.8% | +19.1% |
| 6M | +14.3% | +137.8% | -123.5% | +25.3% |
| YTD | +27.7% | +97.3% | -69.6% | +37.5% |
| 1Y | +32.7% | +90.1% | -57.4% | +42.0% |
| All | +32.7% | +90.9% | -58.2% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling