+440.8%
NFLX vs OKTA
+601.1%
-160.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.6% |
| 7D | -1.1% | -2.4% | +1.3% | -0.5% |
| 30D | +4.3% | +13.0% | -8.7% | -1.0% |
| 3M | -4.8% | +41.7% | -46.5% | -16.0% |
| 6M | -18.4% | +105.9% | -124.4% | -38.1% |
| YTD | -17.4% | +92.6% | -110.0% | -36.7% |
| 1Y | -35.7% | +81.1% | -116.7% | -49.9% |
| 3Y | +73.8% | +84.8% | -11.0% | +25.2% |
| 5Y | +29.3% | -34.4% | +63.7% | +23.9% |
| All | +440.8% | +601.1% | -160.2% | +124.6% |
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