+56.3%
OKTA vs ONTO
+695.7%
-639.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.6% | -3.2% |
| 7D | +0.7% | +9.7% | -9.0% | -2.1% |
| 30D | +13.0% | -8.8% | +21.8% | +15.1% |
| 3M | +43.4% | +4.5% | +38.9% | +35.8% |
| 6M | +107.6% | +56.4% | +51.2% | +67.3% |
| YTD | +93.8% | +78.1% | +15.7% | +47.5% |
| 1Y | +80.8% | +171.3% | -90.4% | +16.9% |
| 3Y | +91.8% | +118.7% | -26.9% | +14.7% |
| 5Y | -36.4% | +269.4% | -305.8% | -70.0% |
| All | +56.3% | +695.7% | -639.4% | -46.0% |
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