+436.4%
NFLX vs OKTA
+605.7%
-169.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.4% |
| 7D | -5.0% | +0.7% | -5.7% | -5.2% |
| 30D | +3.5% | +13.0% | -9.4% | -1.6% |
| 3M | -7.1% | +43.4% | -50.5% | -18.4% |
| 6M | -22.5% | +107.6% | -130.1% | -41.3% |
| YTD | -18.1% | +93.8% | -111.9% | -37.3% |
| 1Y | -38.3% | +80.8% | -119.2% | -51.9% |
| 3Y | +73.4% | +91.8% | -18.4% | +23.4% |
| 5Y | +26.7% | -36.4% | +63.1% | +22.8% |
| All | +436.4% | +605.7% | -169.2% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling