+359.9%
META vs OKTA
+647.7%
-287.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.3% | -0.1% | +3.8% |
| 7D | +5.7% | -3.9% | +9.7% | +6.7% |
| 30D | -10.8% | -23.5% | +12.7% | -5.2% |
| 3M | +8.4% | +19.7% | -11.3% | +1.6% |
| 6M | +5.4% | +111.6% | -106.3% | -17.3% |
| YTD | -2.6% | +105.4% | -107.9% | -24.3% |
| 1Y | +3.5% | +108.4% | -104.9% | -20.1% |
| 3Y | +102.0% | +167.8% | -65.8% | +38.3% |
| 5Y | +93.1% | -33.8% | +126.9% | +80.8% |
| All | +359.9% | +647.7% | -287.7% | +135.4% |
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