+658.7%
OKTA vs PLUG
-34.4%
+693.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.0% | +9.4% | +1.9% |
| 7D | -6.0% | -3.2% | -2.8% | -5.5% |
| 30D | -23.2% | -18.7% | -4.4% | -20.4% |
| 3M | +18.3% | -35.3% | +53.6% | +26.8% |
| 6M | +112.6% | -56.2% | +168.8% | +139.2% |
| YTD | +106.3% | -30.7% | +137.0% | +109.2% |
| 1Y | +108.0% | -46.7% | +154.7% | +119.4% |
| 3Y | +163.2% | -61.3% | +224.5% | +138.0% |
| 5Y | -30.9% | -96.6% | +65.7% | -2.3% |
| All | +658.7% | -34.4% | +693.0% | +409.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling