+2,771.4%
MU vs OKTA
+668.6%
+2,102.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +21.6% | +6.6% | +15.0% | +19.7% |
| 30D | -16.2% | -19.4% | +3.2% | -11.2% |
| 3M | -12.4% | +23.9% | -36.3% | -18.3% |
| 6M | +4.2% | +130.9% | -126.7% | -18.9% |
| YTD | +180.0% | +111.1% | +68.9% | +118.9% |
| 1Y | +226.4% | +115.5% | +110.9% | +153.9% |
| 3Y | +969.7% | +169.4% | +800.4% | +663.4% |
| 5Y | +957.9% | -30.2% | +988.1% | +909.8% |
| All | +2,771.4% | +668.6% | +2,102.8% | +1,027.3% |
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