+1,854.9%
LLY vs OKTA
+670.0%
+1,184.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +6.7% | +8.4% | -1.7% | +6.2% |
| 30D | +19.6% | -13.7% | +33.3% | +20.4% |
| 3M | +19.7% | +18.0% | +1.7% | +17.7% |
| 6M | +42.7% | +133.8% | -91.1% | +32.5% |
| YTD | +35.1% | +111.5% | -76.4% | +26.0% |
| 1Y | +42.2% | +118.3% | -76.1% | +32.1% |
| 3Y | +140.8% | +168.0% | -27.2% | +118.3% |
| 5Y | +480.6% | -30.1% | +510.6% | +479.6% |
| All | +1,854.9% | +670.0% | +1,184.9% | +1,366.3% |
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 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