-37.5%
OKTA vs LUNR
+48.7%
-86.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.8% | -2.7% |
| 7D | -2.4% | -3.1% | +0.7% | -2.4% |
| 30D | +13.0% | -15.3% | +28.4% | +13.2% |
| 3M | +41.7% | -53.2% | +94.9% | +42.4% |
| 6M | +105.9% | -22.2% | +128.2% | +105.8% |
| YTD | +92.6% | -11.6% | +104.1% | +92.2% |
| 1Y | +81.1% | +68.4% | +12.6% | +80.3% |
| 3Y | +84.8% | +216.8% | -131.9% | +87.5% |
| All | -37.5% | +48.7% | -86.2% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 10y: compounded portfolio wealth divided by compounded LUNR 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…
10y analysis · Full analysis span regression · 6 months rolling