+1,852.5%
LLY vs OKTA
+670.0%
+1,182.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | +6.6% | +8.4% | -1.8% | +6.1% |
| 30D | +19.4% | -13.7% | +33.1% | +20.3% |
| 3M | +19.6% | +18.0% | +1.5% | +17.5% |
| 6M | +42.6% | +133.8% | -91.3% | +32.4% |
| YTD | +35.0% | +111.5% | -76.5% | +25.8% |
| 1Y | +42.0% | +118.3% | -76.3% | +32.0% |
| 3Y | +140.5% | +168.0% | -27.5% | +118.0% |
| 5Y | +479.9% | -30.1% | +509.9% | +478.9% |
| All | +1,852.5% | +670.0% | +1,182.5% | +1,364.5% |
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 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