+322.4%
NET vs OKTA
+172.9%
+149.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.9% |
| 7D | -16.4% | -14.2% | -2.2% | -9.6% |
| 30D | -25.8% | -12.5% | -13.4% | -20.7% |
| 3M | -11.5% | +29.2% | -40.8% | -22.5% |
| 6M | +18.9% | +147.3% | -128.4% | -26.8% |
| YTD | +35.2% | +120.9% | -85.7% | -12.2% |
| 1Y | +14.5% | +119.7% | -105.2% | -25.5% |
| All | +322.4% | +172.9% | +149.5% | +150.5% |
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