+119.7%
OKTA vs LYB
+47.4%
+72.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.5% | +0.5% |
| 7D | -14.2% | -6.2% | -8.0% | -14.3% |
| 30D | -12.5% | +6.3% | -18.8% | -12.2% |
| 3M | +29.2% | +4.1% | +25.2% | +29.6% |
| 6M | +147.3% | -15.5% | +162.8% | +151.5% |
| YTD | +120.9% | +50.2% | +70.7% | +115.1% |
| 1Y | +119.7% | +50.6% | +69.1% | +113.8% |
| All | +119.7% | +47.4% | +72.3% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling