+709.2%
ONDS vs OKTA
+95.5%
+613.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -5.0% | +0.4% | -5.4% | -5.2% |
| 30D | -25.6% | +13.8% | -39.4% | -30.5% |
| 3M | -22.1% | +48.9% | -71.0% | -35.6% |
| 6M | -27.6% | +114.9% | -142.5% | -51.0% |
| YTD | -25.7% | +97.9% | -123.6% | -48.0% |
| 1Y | +30.4% | +89.7% | -59.3% | -5.6% |
| All | +709.2% | +95.5% | +613.6% | +417.9% |
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 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