+1,454.6%
LLY vs OKTA
+618.3%
+836.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | +2.6% | -4.8% | -2.3% |
| 30D | -1.6% | +16.0% | -17.6% | -2.9% |
| 3M | +2.3% | +38.2% | -35.9% | -0.4% |
| 6M | +14.9% | +137.8% | -122.9% | +6.5% |
| YTD | +7.5% | +97.3% | -89.8% | +1.0% |
| 1Y | +55.7% | +90.1% | -34.4% | +46.6% |
| 3Y | +110.6% | +98.0% | +12.6% | +95.6% |
| 5Y | +363.4% | -36.9% | +400.3% | +367.6% |
| All | +1,454.6% | +618.3% | +836.3% | +1,075.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling