+35.2%
LYFT vs OKTA
+90.2%
-55.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.7% |
| 7D | -8.4% | -2.4% | -6.0% | -7.9% |
| 30D | -7.6% | +13.0% | -20.6% | -12.2% |
| 3M | +11.7% | +41.7% | -30.0% | -1.8% |
| 6M | +15.1% | +105.9% | -90.8% | -13.5% |
| YTD | -20.9% | +92.6% | -113.5% | -39.6% |
| 1Y | -16.4% | +81.1% | -97.4% | -34.5% |
| 3Y | +35.2% | +84.8% | -49.6% | -5.0% |
| All | +35.2% | +90.2% | -55.0% | -5.0% |
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