+369.2%
ON vs OKTA
+605.7%
-236.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.8% | -2.7% | -3.9% |
| 7D | -2.2% | +0.7% | -2.9% | -2.4% |
| 30D | -12.4% | +13.0% | -25.4% | -16.6% |
| 3M | -41.2% | +43.4% | -84.6% | -48.3% |
| 6M | +25.0% | +107.6% | -82.6% | -5.7% |
| YTD | +31.3% | +93.8% | -62.6% | +0.4% |
| 1Y | +45.4% | +80.8% | -35.4% | +13.9% |
| 3Y | -27.4% | +91.8% | -119.2% | -46.8% |
| 5Y | +58.5% | -36.4% | +94.9% | +51.2% |
| All | +369.2% | +605.7% | -236.5% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling