+27.0%
NFLX vs OKTA
-35.6%
+62.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -8.1% | +0.4% | -8.5% | -8.2% |
| 30D | +1.6% | +13.8% | -12.2% | -2.7% |
| 3M | -7.3% | +48.9% | -56.2% | -17.5% |
| 6M | -21.6% | +114.9% | -136.5% | -38.7% |
| YTD | -18.9% | +97.9% | -116.8% | -35.6% |
| 1Y | -39.1% | +89.7% | -128.8% | -51.2% |
| 3Y | +71.7% | +95.8% | -24.2% | +27.4% |
| 5Y | +27.0% | -32.6% | +59.6% | +37.5% |
| All | +27.0% | -35.6% | +62.5% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling