+17.6%
ONDS vs OKTA
-31.0%
+48.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.8% |
| 7D | -5.1% | -2.4% | -2.7% | -4.3% |
| 30D | -26.0% | +13.0% | -39.0% | -30.8% |
| 3M | -26.4% | +41.7% | -68.2% | -37.7% |
| 6M | -26.4% | +105.9% | -132.4% | -48.4% |
| YTD | -25.9% | +92.6% | -118.5% | -46.9% |
| 1Y | +12.6% | +81.1% | -68.4% | -16.1% |
| 3Y | +706.9% | +84.8% | +622.1% | +461.6% |
| 5Y | -2.4% | -34.4% | +32.0% | -0.2% |
| All | +17.6% | -31.0% | +48.6% | +13.2% |
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