+70.5%
OKTA vs ONTO
+476.3%
-405.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.0% |
| 7D | +8.4% | +17.5% | -9.1% | +3.2% |
| 30D | -13.7% | -15.7% | +1.9% | -9.9% |
| 3M | +18.0% | -39.7% | +57.7% | +33.6% |
| 6M | +133.8% | -26.5% | +160.3% | +139.3% |
| YTD | +111.5% | +29.0% | +82.5% | +73.6% |
| 1Y | +118.3% | +57.0% | +61.4% | +66.9% |
| 3Y | +168.0% | +50.0% | +118.0% | +78.0% |
| 5Y | -30.1% | +127.3% | -157.3% | -62.7% |
| All | +70.5% | +476.3% | -405.8% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 all: compounded portfolio wealth divided by compounded ONTO 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…
all analysis · Full analysis span regression · 6 months rolling