+54.8%
ON vs OKTA
+90.9%
-36.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +2.4% | +2.6% | -0.2% | +2.2% |
| 30D | -3.3% | +16.0% | -19.3% | -5.0% |
| 3M | -43.6% | +38.2% | -81.7% | -45.5% |
| 6M | +19.0% | +137.8% | -118.9% | -0.2% |
| YTD | +37.4% | +97.3% | -59.9% | +25.0% |
| 1Y | +54.8% | +90.1% | -35.3% | +45.8% |
| All | +54.8% | +90.9% | -36.1% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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