+45.4%
MRK vs OKTA
+90.2%
-44.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.6% |
| 7D | -4.3% | -2.4% | -1.9% | -4.3% |
| 30D | +8.3% | +13.0% | -4.8% | +8.8% |
| 3M | +20.0% | +41.7% | -21.7% | +20.9% |
| 6M | +25.7% | +105.9% | -80.3% | +26.9% |
| YTD | +38.7% | +92.6% | -53.8% | +40.3% |
| 1Y | +74.7% | +81.1% | -6.4% | +76.8% |
| 3Y | +45.4% | +84.8% | -39.5% | +46.6% |
| All | +45.4% | +90.2% | -44.9% | +46.6% |
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