+1,341.2%
MU vs OKTA
+91.3%
+1,249.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.2% |
| 7D | +7.2% | +0.7% | +6.5% | +7.0% |
| 30D | +14.0% | +13.0% | +1.0% | +9.9% |
| 3M | +5.4% | +43.4% | -38.0% | -4.6% |
| 6M | +170.3% | +107.6% | +62.7% | +118.8% |
| YTD | +250.7% | +93.8% | +156.8% | +187.2% |
| 1Y | +662.1% | +80.8% | +581.3% | +538.5% |
| 3Y | +1,341.2% | +91.8% | +1,249.4% | +1,055.0% |
| All | +1,341.2% | +91.3% | +1,249.9% | +1,055.0% |
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