+658.7%
OKTA vs PLUG
-34.1%
+692.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.7% | +9.1% | +1.9% |
| 7D | -6.0% | -2.8% | -3.1% | -5.6% |
| 30D | -23.2% | -18.5% | -4.7% | -20.5% |
| 3M | +18.3% | -35.1% | +53.4% | +26.7% |
| 6M | +112.6% | -56.1% | +168.7% | +139.1% |
| YTD | +106.3% | -30.5% | +136.7% | +109.1% |
| 1Y | +108.0% | -46.5% | +154.5% | +119.3% |
| 3Y | +163.2% | -61.2% | +224.4% | +137.8% |
| 5Y | -30.9% | -96.6% | +65.7% | -2.4% |
| All | +658.7% | -34.1% | +692.8% | +408.7% |
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