+18.5%
ONDS vs OKTA
-28.4%
+46.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.1% | -7.4% | -5.6% |
| 7D | -4.2% | +5.9% | -10.1% | -6.5% |
| 30D | -21.7% | +14.6% | -36.3% | -27.2% |
| 3M | -24.5% | +44.0% | -68.5% | -36.4% |
| 6M | -25.0% | +116.7% | -141.7% | -48.5% |
| YTD | -25.3% | +99.8% | -125.1% | -47.2% |
| 1Y | +33.8% | +84.1% | -50.3% | -1.0% |
| 3Y | +699.3% | +97.7% | +601.7% | +441.3% |
| 5Y | -5.2% | -35.2% | +30.0% | -2.7% |
| All | +18.5% | -28.4% | +46.9% | +12.5% |
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 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