+81.6%
KO vs OKTA
-32.6%
+114.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | +1.6% | +13.8% | -12.3% | +1.7% |
| 3M | +5.8% | +48.9% | -43.1% | +5.8% |
| 6M | +14.3% | +114.9% | -100.7% | +14.1% |
| YTD | +27.3% | +97.9% | -70.6% | +27.2% |
| 1Y | +33.2% | +89.7% | -56.5% | +33.1% |
| 3Y | +64.5% | +95.8% | -31.4% | +63.3% |
| All | +81.6% | -32.6% | +114.3% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling