+176.0%
KO vs OKTA
+601.1%
-425.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.6% |
| 7D | +0.2% | -2.4% | +2.7% | +0.3% |
| 30D | +1.8% | +13.0% | -11.2% | +1.6% |
| 3M | +7.7% | +41.7% | -34.0% | +7.0% |
| 6M | +15.3% | +105.9% | -90.7% | +13.4% |
| YTD | +28.0% | +92.6% | -64.6% | +26.1% |
| 1Y | +34.3% | +81.1% | -46.8% | +32.5% |
| 3Y | +63.8% | +84.8% | -21.0% | +60.3% |
| 5Y | +84.1% | -34.4% | +118.5% | +83.2% |
| All | +176.0% | +601.1% | -425.0% | +152.4% |
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