+1,409.1%
LLY vs OKTA
+601.1%
+808.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.5% |
| 7D | -2.9% | -2.4% | -0.5% | -2.8% |
| 30D | -8.4% | +13.0% | -21.5% | -9.4% |
| 3M | -3.8% | +41.7% | -45.5% | -6.5% |
| 6M | +11.9% | +105.9% | -94.0% | +5.0% |
| YTD | +4.3% | +92.6% | -88.2% | -1.8% |
| 1Y | +48.5% | +81.1% | -32.6% | +40.3% |
| 3Y | +91.2% | +84.8% | +6.4% | +78.4% |
| 5Y | +387.5% | -34.4% | +421.9% | +389.1% |
| All | +1,409.1% | +601.1% | +808.1% | +1,043.1% |
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 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