+137.0%
OKE vs OKTA
-34.5%
+171.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.2% |
| 7D | +1.2% | -2.4% | +3.7% | +1.4% |
| 30D | +4.5% | +13.0% | -8.5% | +3.1% |
| 3M | +9.6% | +41.7% | -32.1% | +5.8% |
| 6M | +15.4% | +105.9% | -90.6% | +6.3% |
| YTD | +36.5% | +92.6% | -56.1% | +26.2% |
| 1Y | +39.0% | +81.1% | -42.1% | +29.2% |
| 3Y | +74.3% | +84.8% | -10.5% | +58.8% |
| All | +137.0% | -34.5% | +171.5% | +130.0% |
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