+95.6%
LLY vs OKTA
+91.3%
+4.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -2.1% |
| 7D | -3.1% | +0.7% | -3.8% | -3.2% |
| 30D | -5.1% | +13.0% | -18.1% | -5.8% |
| 3M | -2.1% | +43.4% | -45.5% | -4.6% |
| 6M | +13.8% | +107.6% | -93.8% | +6.4% |
| YTD | +5.1% | +93.8% | -88.7% | -1.0% |
| 1Y | +53.1% | +80.8% | -27.7% | +45.3% |
| 3Y | +95.6% | +91.8% | +3.8% | +90.5% |
| All | +95.6% | +91.3% | +4.3% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling