+497.3%
NOW vs OKTA
+667.4%
-170.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.2% |
| 7D | -5.6% | -4.6% | -1.0% | -3.7% |
| 30D | -26.8% | -19.7% | -7.0% | -20.3% |
| 3M | -19.4% | +21.2% | -40.7% | -28.3% |
| 6M | +12.3% | +123.1% | -110.8% | -25.0% |
| YTD | -32.9% | +110.8% | -143.7% | -54.2% |
| 1Y | -40.3% | +113.0% | -153.3% | -59.4% |
| 3Y | -19.1% | +168.9% | -188.0% | -53.8% |
| 5Y | -24.4% | -28.7% | +4.3% | -28.6% |
| All | +497.3% | +667.4% | -170.1% | +129.1% |
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