+612.9%
OKTA vs HDB
+29.9%
+583.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.3% | -0.8% |
| 7D | +0.7% | -2.0% | +2.7% | +1.3% |
| 30D | +13.0% | -4.9% | +17.9% | +14.3% |
| 3M | +43.4% | -2.3% | +45.7% | +43.4% |
| 6M | +107.6% | -23.7% | +131.3% | +123.8% |
| YTD | +93.8% | -38.5% | +132.3% | +123.6% |
| 1Y | +80.8% | -36.5% | +117.3% | +105.7% |
| 3Y | +91.8% | -28.5% | +120.3% | +104.7% |
| 5Y | -36.4% | -37.4% | +1.0% | -30.7% |
| All | +612.9% | +29.9% | +583.0% | +598.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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