+167.8%
OKTA vs PLUG
-75.5%
+243.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.4% | +1.8% | +5.0% |
| 7D | -3.9% | +14.5% | -18.5% | -4.8% |
| 30D | -23.5% | -10.7% | -12.8% | -22.9% |
| 3M | +19.7% | -31.2% | +50.9% | +22.4% |
| 6M | +111.6% | -51.9% | +163.6% | +119.2% |
| YTD | +105.4% | -23.9% | +129.2% | +105.1% |
| 1Y | +108.4% | -43.4% | +151.8% | +111.3% |
| 3Y | +167.8% | -74.7% | +242.5% | +169.7% |
| All | +167.8% | -75.5% | +243.4% | +169.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling