+359.0%
LIN vs OKTA
+605.7%
-246.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -1.8% |
| 7D | -3.5% | +0.7% | -4.2% | -3.5% |
| 30D | -4.1% | +13.0% | -17.1% | -5.6% |
| 3M | -6.4% | +43.4% | -49.8% | -10.2% |
| 6M | -2.4% | +107.6% | -110.0% | -10.8% |
| YTD | +10.9% | +93.8% | -82.9% | +1.8% |
| 1Y | 0.0% | +80.8% | -80.8% | -7.6% |
| 3Y | +25.8% | +91.8% | -66.0% | +12.9% |
| 5Y | +60.8% | -36.4% | +97.2% | +56.8% |
| All | +359.0% | +605.7% | -246.6% | +233.2% |
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