+57.3%
LLY vs OKTA
+114.8%
-57.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | +10.1% | -14.2% | +24.3% | +9.3% |
| 30D | +24.0% | -12.5% | +36.5% | +23.5% |
| 3M | +27.3% | +29.2% | -2.0% | +28.7% |
| 6M | +47.0% | +147.3% | -100.4% | +51.3% |
| YTD | +32.6% | +120.9% | -88.4% | +43.0% |
| 1Y | +57.3% | +119.7% | -62.3% | +69.9% |
| All | +57.3% | +114.8% | -57.4% | +69.9% |
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