+337.6%
META vs OKTA
+610.3%
-272.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.2% |
| 7D | -0.8% | -19.0% | +18.2% | +4.2% |
| 30D | -15.4% | -22.6% | +7.2% | -10.4% |
| 3M | +3.5% | +17.5% | -14.0% | -2.6% |
| 6M | -0.3% | +117.8% | -118.1% | -22.5% |
| YTD | -7.3% | +95.1% | -102.4% | -27.1% |
| 1Y | -1.1% | +96.4% | -97.5% | -22.5% |
| 3Y | +95.1% | +149.0% | -53.9% | +36.1% |
| 5Y | +80.6% | -33.8% | +114.4% | +68.7% |
| All | +337.6% | +610.3% | -272.7% | +126.7% |
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