-58.7%
MARA vs OKTA
+114.8%
-173.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -6.5% | -14.2% | +7.7% | -3.4% |
| 30D | -38.5% | -12.5% | -26.0% | -36.8% |
| 3M | -41.5% | +29.2% | -70.8% | -44.7% |
| 6M | -41.9% | +147.3% | -189.3% | -55.4% |
| YTD | -23.5% | +120.9% | -144.4% | -38.7% |
| 1Y | -58.7% | +119.7% | -178.3% | -66.6% |
| All | -58.7% | +114.8% | -173.4% | -66.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling