+84.8%
OKTA vs IDXX
+7.6%
+77.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -2.4% | -5.7% | +3.3% | -0.9% |
| 30D | +13.0% | -11.5% | +24.6% | +16.7% |
| 3M | +41.7% | -9.5% | +51.2% | +44.9% |
| 6M | +105.9% | -16.0% | +121.9% | +114.8% |
| YTD | +92.6% | -25.4% | +118.0% | +107.2% |
| 1Y | +81.1% | -21.8% | +102.8% | +91.3% |
| 3Y | +84.8% | +7.0% | +77.8% | +71.7% |
| All | +84.8% | +7.6% | +77.3% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling