+119.3%
OKTA vs IDXX
-3.6%
+122.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +1.1% |
| 7D | -14.2% | +24.1% | -38.3% | -11.4% |
| 30D | -12.5% | +32.5% | -45.0% | -10.7% |
| 3M | +29.2% | +18.8% | +10.5% | +34.9% |
| 6M | +147.3% | +24.0% | +123.3% | +154.7% |
| YTD | +120.9% | +3.3% | +117.7% | +136.3% |
| All | +119.3% | -3.6% | +122.8% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling