+634.8%
OKTA vs SONY
+283.9%
+350.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +5.9% | -4.9% | +10.8% | +8.8% |
| 30D | +14.6% | -1.6% | +16.2% | +15.1% |
| 3M | +44.0% | +10.0% | +34.0% | +35.4% |
| 6M | +116.7% | +8.4% | +108.3% | +103.6% |
| YTD | +99.8% | -8.4% | +108.2% | +105.8% |
| 1Y | +84.1% | -18.4% | +102.4% | +101.2% |
| 3Y | +97.7% | +41.0% | +56.7% | +48.3% |
| 5Y | -35.2% | +9.3% | -44.4% | -43.2% |
| All | +634.8% | +283.9% | +350.9% | +247.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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