+36.2%
LIN vs OKTA
+141.0%
-104.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.1% |
| 7D | +0.2% | -19.0% | +19.2% | +0.6% |
| 30D | +6.5% | -22.6% | +29.1% | +7.0% |
| 3M | +5.5% | +17.5% | -12.1% | +4.6% |
| 6M | +3.3% | +117.8% | -114.5% | -0.9% |
| YTD | +22.0% | +95.1% | -73.1% | +17.6% |
| 1Y | +25.7% | +96.4% | -70.7% | +21.0% |
| 3Y | +36.2% | +149.0% | -112.7% | +29.5% |
| All | +36.2% | +141.0% | -104.7% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling