+33.3%
MELI vs OKTA
+90.2%
-56.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | -4.1% | -2.4% | -1.7% | -3.8% |
| 30D | +3.8% | +13.0% | -9.3% | +1.3% |
| 3M | +17.8% | +41.7% | -23.9% | +10.5% |
| 6M | +7.4% | +105.9% | -98.5% | -7.0% |
| YTD | -5.8% | +92.6% | -98.4% | -17.6% |
| 1Y | -18.9% | +81.1% | -99.9% | -28.3% |
| 3Y | +33.3% | +84.8% | -51.5% | +14.5% |
| All | +33.3% | +90.2% | -56.9% | +14.5% |
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