-28.3%
ON vs OKTA
+95.5%
-123.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -4.7% | +0.4% | -5.1% | -4.8% |
| 30D | -13.5% | +13.8% | -27.3% | -16.6% |
| 3M | -36.3% | +48.9% | -85.2% | -42.8% |
| 6M | +17.8% | +114.9% | -97.2% | -7.7% |
| YTD | +29.6% | +97.9% | -68.3% | +3.6% |
| 1Y | +45.8% | +89.7% | -43.9% | +18.5% |
| All | -28.3% | +95.5% | -123.8% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling