+411.3%
LIN vs OKTA
+651.0%
-239.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | +2.0% | -6.0% | +8.0% | +2.5% |
| 30D | +7.9% | -23.2% | +31.0% | +10.1% |
| 3M | +6.3% | +18.3% | -12.0% | +3.6% |
| 6M | +6.5% | +112.6% | -106.1% | -3.0% |
| YTD | +23.6% | +106.3% | -82.7% | +12.2% |
| 1Y | +25.7% | +108.0% | -82.3% | +14.0% |
| 3Y | +35.6% | +163.2% | -127.6% | +17.1% |
| 5Y | +65.9% | -30.9% | +96.7% | +59.7% |
| All | +411.3% | +651.0% | -239.6% | +267.0% |
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 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