+85.2%
MO vs OKTA
+601.1%
-515.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.3% |
| 7D | +0.1% | -2.4% | +2.5% | +0.1% |
| 30D | +7.1% | +13.0% | -5.9% | +7.2% |
| 3M | -2.0% | +41.7% | -43.7% | -2.0% |
| 6M | +7.3% | +105.9% | -98.6% | +6.9% |
| YTD | +23.5% | +92.6% | -69.1% | +23.1% |
| 1Y | +11.0% | +81.1% | -70.1% | +10.7% |
| 3Y | +95.0% | +84.8% | +10.2% | +93.4% |
| 5Y | +100.6% | -34.4% | +135.1% | +103.1% |
| All | +85.2% | +601.1% | -515.9% | +60.4% |
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