+368.0%
LIN vs OKTA
+618.3%
-250.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.1% | +2.6% | -4.7% | -2.4% |
| 30D | -2.4% | +16.0% | -18.4% | -4.2% |
| 3M | -5.6% | +38.2% | -43.7% | -9.1% |
| 6M | -3.4% | +137.8% | -141.2% | -13.0% |
| YTD | +13.1% | +97.3% | -84.2% | +3.7% |
| 1Y | +2.5% | +90.1% | -87.6% | -5.9% |
| 3Y | +27.6% | +98.0% | -70.4% | +14.1% |
| 5Y | +63.0% | -36.9% | +99.9% | +59.2% |
| All | +368.0% | +618.3% | -250.3% | +239.1% |
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