+55.7%
LLY vs OKTA
+90.9%
-35.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | +2.6% | -4.8% | -2.0% |
| 30D | -1.6% | +16.0% | -17.6% | -0.8% |
| 3M | +2.3% | +38.2% | -35.9% | +3.8% |
| 6M | +14.9% | +137.8% | -122.9% | +18.3% |
| YTD | +7.5% | +97.3% | -89.8% | +13.8% |
| 1Y | +55.7% | +90.1% | -34.4% | +65.7% |
| All | +55.7% | +90.9% | -35.2% | +65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling