+96.8%
META vs OKTA
+171.9%
-75.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +5.2% | +8.4% | -3.2% | +4.0% |
| 30D | -13.0% | -13.7% | +0.7% | -11.5% |
| 3M | +7.9% | +18.0% | -10.1% | +5.2% |
| 6M | +4.2% | +133.8% | -129.6% | -10.1% |
| YTD | -2.5% | +111.5% | -114.0% | -15.2% |
| 1Y | +5.6% | +118.3% | -112.8% | -8.9% |
| 3Y | +96.8% | +168.0% | -71.2% | +66.6% |
| All | +96.8% | +171.9% | -75.1% | +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 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