+415.5%
LIN vs OKTA
+670.0%
-254.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +2.1% | +8.4% | -6.3% | +1.4% |
| 30D | +6.8% | -13.7% | +20.5% | +7.8% |
| 3M | +10.4% | +18.0% | -7.6% | +7.7% |
| 6M | +3.2% | +133.8% | -130.7% | -6.9% |
| YTD | +24.6% | +111.5% | -86.9% | +12.8% |
| 1Y | +24.4% | +118.3% | -93.9% | +12.2% |
| 3Y | +36.7% | +168.0% | -131.3% | +17.9% |
| 5Y | +67.0% | -30.1% | +97.1% | +60.7% |
| All | +415.5% | +670.0% | -254.4% | +269.2% |
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