+36.1%
MRNA vs OKTA
+90.2%
-54.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.7% | +8.1% | +5.8% |
| 7D | -1.1% | -2.4% | +1.3% | -0.8% |
| 30D | +126.1% | +13.0% | +113.1% | +120.8% |
| 3M | +190.0% | +41.7% | +148.3% | +171.3% |
| 6M | +157.2% | +105.9% | +51.3% | +117.5% |
| YTD | +388.2% | +92.6% | +295.6% | +316.9% |
| 1Y | +467.0% | +81.1% | +386.0% | +391.7% |
| 3Y | +36.1% | +84.8% | -48.8% | +8.5% |
| All | +36.1% | +90.2% | -54.2% | +8.5% |
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