+677.8%
OKTA vs PLUG
-46.6%
+724.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.5% | +10.7% | +1.9% |
| 7D | +8.4% | -23.4% | +31.9% | +13.0% |
| 30D | -13.7% | -23.4% | +9.7% | -9.9% |
| 3M | +18.0% | -51.7% | +69.8% | +32.5% |
| 6M | +133.8% | -72.0% | +205.8% | +183.6% |
| YTD | +111.5% | -43.7% | +155.1% | +121.6% |
| 1Y | +118.3% | -55.4% | +173.7% | +137.0% |
| 3Y | +168.0% | -68.0% | +236.0% | +149.3% |
| 5Y | -30.1% | -97.4% | +67.4% | +3.4% |
| All | +677.8% | -46.6% | +724.5% | +439.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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