-4.7%
LVS vs OKTA
+627.3%
-632.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.5% | -2.0% |
| 7D | -2.7% | +5.9% | -8.6% | -3.7% |
| 30D | -4.7% | +14.6% | -19.3% | -7.8% |
| 3M | -15.6% | +44.0% | -59.6% | -22.1% |
| 6M | -18.6% | +116.7% | -135.4% | -31.6% |
| YTD | -32.3% | +99.8% | -132.0% | -42.4% |
| 1Y | -18.0% | +84.1% | -102.1% | -29.3% |
| 3Y | -5.8% | +97.7% | -103.5% | -22.6% |
| 5Y | +5.7% | -35.2% | +40.9% | +0.2% |
| All | -4.7% | +627.3% | -632.0% | -45.7% |
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