+84.8%
OKTA vs LYB
-23.1%
+108.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.5% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | +13.0% | +2.5% | +10.6% | +12.3% |
| 3M | +41.7% | +1.4% | +40.3% | +41.0% |
| 6M | +105.9% | -3.5% | +109.4% | +103.9% |
| YTD | +92.6% | +52.0% | +40.6% | +65.8% |
| 1Y | +81.1% | +22.1% | +59.0% | +66.8% |
| 3Y | +84.8% | -22.8% | +107.6% | +97.1% |
| All | +84.8% | -23.1% | +108.0% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling