+472.7%
LLY vs OKTA
-30.2%
+502.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | +0.3% |
| 7D | +1.4% | -4.6% | +6.0% | +1.5% |
| 30D | +21.5% | -19.7% | +41.3% | +22.2% |
| 3M | +18.5% | +21.2% | -2.8% | +17.3% |
| 6M | +49.1% | +123.1% | -74.0% | +43.3% |
| YTD | +34.4% | +110.8% | -76.4% | +29.3% |
| 1Y | +46.3% | +113.0% | -66.7% | +40.6% |
| 3Y | +145.5% | +168.9% | -23.5% | +134.5% |
| 5Y | +472.7% | -28.7% | +501.4% | +469.3% |
| All | +472.7% | -30.2% | +502.9% | +469.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling