+767.4%
MELI vs OKTA
+601.1%
+166.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.5% |
| 7D | -4.1% | -2.4% | -1.7% | -3.3% |
| 30D | +3.8% | +13.0% | -9.3% | -3.4% |
| 3M | +17.8% | +41.7% | -23.9% | -0.4% |
| 6M | +7.4% | +105.9% | -98.5% | -25.3% |
| YTD | -5.8% | +92.6% | -98.4% | -33.4% |
| 1Y | -18.9% | +81.1% | -99.9% | -41.2% |
| 3Y | +33.3% | +84.8% | -51.5% | -13.6% |
| 5Y | +2.7% | -34.4% | +37.1% | -0.5% |
| All | +767.4% | +601.1% | +166.3% | +279.8% |
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