-8.6%
ONON vs OKTA
+90.2%
-98.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.7% |
| 7D | -2.1% | -2.4% | +0.3% | -1.6% |
| 30D | -11.6% | +13.0% | -24.6% | -14.7% |
| 3M | -30.1% | +41.7% | -71.8% | -36.7% |
| 6M | -30.5% | +105.9% | -136.4% | -44.8% |
| YTD | -41.0% | +92.6% | -133.6% | -52.5% |
| 1Y | -36.7% | +81.1% | -117.8% | -48.0% |
| 3Y | -8.6% | +84.8% | -93.4% | -27.6% |
| All | -8.6% | +90.2% | -98.8% | -27.6% |
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