+105.9%
OKTA vs LUNR
-18.9%
+124.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.8% | -2.5% |
| 7D | -2.4% | -3.1% | +0.7% | -2.2% |
| 30D | +13.0% | -15.3% | +28.4% | +14.5% |
| 3M | +41.7% | -53.2% | +94.9% | +50.0% |
| 6M | +105.9% | -22.2% | +128.2% | +79.8% |
| All | +105.9% | -18.9% | +124.9% | +79.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling