+608.2%
OKTA vs LUV
-17.0%
+625.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.0% |
| 7D | -2.4% | -1.0% | -1.4% | -2.2% |
| 30D | +13.0% | -12.4% | +25.4% | +16.3% |
| 3M | +41.7% | -11.0% | +52.7% | +44.9% |
| 6M | +105.9% | -5.0% | +110.9% | +106.3% |
| YTD | +92.6% | -3.8% | +96.3% | +89.6% |
| 1Y | +81.1% | +25.9% | +55.1% | +65.7% |
| 3Y | +84.8% | +42.2% | +42.6% | +58.1% |
| 5Y | -34.4% | -10.8% | -23.7% | -38.1% |
| All | +608.2% | -17.0% | +625.3% | +647.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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