+119.7%
OKTA vs ROKU
+53.8%
+65.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -14.2% | +4.8% | -19.0% | -15.0% |
| 30D | -12.5% | +6.1% | -18.6% | -13.5% |
| 3M | +29.2% | +10.5% | +18.8% | +26.2% |
| 6M | +147.3% | +29.2% | +118.2% | +132.3% |
| YTD | +120.9% | +50.0% | +70.9% | +90.1% |
| 1Y | +119.7% | +53.4% | +66.3% | +89.2% |
| All | +119.7% | +53.8% | +65.9% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling