+3,414.5%
MU vs OKTA
+620.5%
+2,794.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.7% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | +12.5% | +13.8% | -1.3% | +7.5% |
| 3M | +9.6% | +48.9% | -39.3% | -2.9% |
| 6M | +142.6% | +114.9% | +27.7% | +90.8% |
| YTD | +242.7% | +97.9% | +144.8% | +173.0% |
| 1Y | +599.3% | +89.7% | +509.6% | +464.3% |
| 3Y | +1,308.3% | +95.8% | +1,212.5% | +988.4% |
| 5Y | +1,263.7% | -32.6% | +1,296.3% | +1,209.7% |
| All | +3,414.5% | +620.5% | +2,794.0% | +1,305.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling