-33.3%
OKTA vs IDXX
-26.5%
-6.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | -2.4% | -5.7% | +3.3% | +0.6% |
| 30D | +13.0% | -11.5% | +24.6% | +20.2% |
| 3M | +41.7% | -9.5% | +51.2% | +47.8% |
| 6M | +105.9% | -16.0% | +121.9% | +122.9% |
| YTD | +92.6% | -25.4% | +118.0% | +121.4% |
| 1Y | +81.1% | -21.8% | +102.8% | +99.9% |
| 3Y | +84.8% | +7.0% | +77.8% | +52.2% |
| All | -33.3% | -26.5% | -6.7% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling