+662.1%
NOW vs OKTA
+627.3%
+34.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -3.7% |
| 7D | -4.1% | +5.9% | -10.0% | -6.5% |
| 30D | +2.9% | +14.6% | -11.7% | -4.5% |
| 3M | +22.6% | +44.0% | -21.4% | +1.8% |
| 6M | +7.5% | +116.7% | -109.2% | -25.9% |
| YTD | -14.4% | +99.8% | -114.2% | -39.1% |
| 1Y | -29.8% | +84.1% | -113.8% | -48.4% |
| 3Y | +9.2% | +97.7% | -88.4% | -27.7% |
| 5Y | +0.8% | -35.2% | +36.0% | +0.8% |
| All | +662.1% | +627.3% | +34.8% | +204.5% |
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 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