-36.4%
OKTA vs PLUG
-91.6%
+55.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -2.4% |
| 7D | +0.7% | +8.1% | -7.4% | -0.6% |
| 30D | +13.0% | +3.7% | +9.3% | +12.3% |
| 3M | +43.4% | -29.2% | +72.6% | +50.7% |
| 6M | +107.6% | +6.1% | +101.5% | +100.4% |
| YTD | +93.8% | +14.7% | +79.1% | +81.5% |
| 1Y | +80.8% | +56.9% | +23.9% | +53.0% |
| 3Y | +91.8% | -71.6% | +163.4% | +97.7% |
| 5Y | -36.4% | -91.0% | +54.7% | -12.1% |
| All | -36.4% | -91.6% | +55.2% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling