+402.6%
ON vs OKTA
+601.1%
-198.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.7% | +11.2% | +9.3% |
| 7D | +2.4% | -2.4% | +4.8% | +3.0% |
| 30D | -8.6% | +13.0% | -21.7% | -13.1% |
| 3M | -34.3% | +41.7% | -76.0% | -42.1% |
| 6M | +28.5% | +105.9% | -77.4% | -2.8% |
| YTD | +40.6% | +92.6% | -51.9% | +7.6% |
| 1Y | +55.3% | +81.1% | -25.7% | +21.5% |
| 3Y | -22.2% | +84.8% | -107.0% | -42.4% |
| 5Y | +62.4% | -34.4% | +96.8% | +53.4% |
| All | +402.6% | +601.1% | -198.5% | +110.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling