+73.9%
MSFT vs OKTA
-34.5%
+108.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.2% |
| 7D | -0.8% | -2.4% | +1.6% | -0.4% |
| 30D | +0.8% | +13.0% | -12.2% | -2.4% |
| 3M | +27.2% | +41.7% | -14.5% | +17.1% |
| 6M | +22.9% | +105.9% | -83.0% | +3.4% |
| YTD | +3.1% | +92.6% | -89.4% | -12.3% |
| 1Y | -0.3% | +81.1% | -81.3% | -14.4% |
| 3Y | +50.1% | +84.8% | -34.7% | +23.9% |
| All | +73.9% | -34.5% | +108.3% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling