-23.3%
ONON vs OKTA
-32.3%
+9.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.3% |
| 7D | -5.3% | +0.4% | -5.7% | -5.5% |
| 30D | -13.1% | +13.8% | -27.0% | -18.2% |
| 3M | -29.3% | +48.9% | -78.2% | -40.1% |
| 6M | -34.5% | +114.9% | -149.5% | -53.5% |
| YTD | -42.2% | +97.9% | -140.1% | -58.0% |
| 1Y | -37.3% | +89.7% | -127.0% | -53.8% |
| 3Y | -9.3% | +95.8% | -105.1% | -38.0% |
| All | -23.3% | -32.3% | +9.0% | -11.3% |
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